Alec N. Kercheval

According to our database, Alec N. Kercheval authored at least 4 papers between 2010 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2022

Multiple Anchor Point Shrinkage for the Sample Covariance Matrix.

Hubeyb Gurdogan, Alec N. Kercheval

SIAM J. Financial Math., September, 2022

2016

A Structural Jump Threshold Framework for Credit Risk.

Pierre Garreau, Alec N. Kercheval

SIAM J. Financial Math., 2016

2014

Complex dynamics in equilibrium asset pricing models with boundedly rational, heterogeneous agents.

Paul M. Beaumont, Yuanying Guan, Alec N. Kercheval

Complex., 2014

2010

Lectures on Financial Mathematics: Discrete Asset Pricing

Greg Anderson, Alec N. Kercheval

Synthesis Lectures on Mathematics & Statistics, Morgan & Claypool Publishers, ISBN: 978-3-031-02399-6, 2010