Alec N. Kercheval

Publication Activity (10 Years)

Years Active: 2014-2022
Publications (10 Years): 2

Top Topics

Probabilistic Model

Multiagent Systems

Top Venues

SIAM J. Financial Math.

Publications

Hubeyb Gurdogan, Alec N. Kercheval
Multiple Anchor Point Shrinkage for the Sample Covariance Matrix. SIAM J. Financial Math. 13 (3) (2022)
Pierre Garreau, Alec N. Kercheval
A Structural Jump Threshold Framework for Credit Risk. SIAM J. Financial Math. 7 (1) (2016)
Paul M. Beaumont, Yuanying Guan, Alec N. Kercheval
Complex dynamics in equilibrium asset pricing models with boundedly rational, heterogeneous agents. Complex. 19 (3) (2014)