Hardy Hulley
TitleCited byYear
M6-On minimal market models and minimal martingale measures
H Hulley, M Schweizer
Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen, 35-51, 2010
482010
The economic plausibility of strict local martingales in financial modelling
H Hulley
Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen, 53-75, 2010
322010
Means‐tested public pensions, portfolio choice and decumulation in retirement
H Hulley, R Mckibbin, A Pedersen, S Thorp
Economic Record 89 (284), 31-51, 2013
262013
Strict Local Martingales in Continuous Financial Market Models
H Hulley
University of Technology, Sydney, 2009
232009
Three-dimensional Brownian motion and the Golden Ratio rule
K Glover, H Hulley, G Peskir
Annals of Applied Probability 23 (3), 895-922, 2013
202013
Hedging for the long run
H Hulley, E Platen
Mathematics and Financial Economics 6 (2), 105-124, 2012
202012
A visual criterion for identifying Itô diffusions as martingales or strict local martingales
H Hulley, E Platen
Seminar on Stochastic Analysis, Random Fields and Applications VI, 147-157, 2011
172011
Laplace transform identities for diffusions, with applications to rebates and barrier options
H Hulley, E Platen
Advances in Mathematics of Finance, 139-157, 2008
142008
Benchmarking and fair pricing applied to two market models
H Hulley, S Miller, E Platen
The Kyoto Economic Review 74 (1), 85-118, 2005
112005
Quadratic hedging of basis risk
H Hulley, TA McWalter
Quantitative Finance Research Centre, University of Technology, Sydney …, 2008
102008
Weak tail conditions for local martingales
H Hulley, J Ruf
arXiv preprint arXiv:1508.07564, 2015
72015
A visual classification of local martingales
H Hulley, E Platen
72008
Numerical methods in finance
H Hulley, G Lotter
University of the Witwatersrand, 2004
52004
Means-tested public pensions, portfolio choice and decumulation in retirement
S Thorp, H Hulley, R Mckibbin, A Pederson
The Economic Record, forth coming, 2012
42012
Quadratic hedging of basis risk
H Hulley, TA McWalter
Journal of Risk and Financial Management 8 (1), 83-102, 2015
22015
Optimal prediction of the last-passage time of a transient diffusion
K Glover, H Hulley
SIAM Journal on Control and Optimization 52 (6), 3833–3853, 2014
22014
Decoupled mild solutions of path-dependent PDEs and IPDEsrepresented by BSDEs driven by cadlag martingales
A Barrasso, F Russo
arXiv preprint arXiv:1804.08903, 2018
12018
Are mutual fund investors paying for noise?
L Casavecchia, H Hulley
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2578547, 2015
12015
QUANTITATIVE FINANCE RESEARCH CENTRE
S Thorp, H Hulley, R McKibbin, A Pedersen
12009
Short Selling with Margin Risk and Recall Risk
K Glover, H Hulley
arXiv preprint arXiv:1903.11804, 2019
2019
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Articles 1–20