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Browsing byAuthorHulley, H
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Showing results 10 to 19 of 19
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Issue Date
Title
Author(s)
2008-01
Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, H
;
Platen, E
;
Stettner, L
2010-01-01
M-6-On Minimal Market Models and Minimal Martingale Measures
Hulley, H
;
Schweizer, M
;
Chiarella, C
;
Novikov, A
2013-01-01
Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement
Hulley, H
;
McKibbin, R
;
Pedersen, A
;
Thorp, S
2014-01-01
Optimal prediction of the last-passage time of a transient diffusion
Glover, K
;
Hulley, H
2015-03-02
Quadratic hedging of basis risk
Hulley, H
;
McWalter, T
2022
Short Selling with Margin Risk and Recall Risk
Glover, K
;
Hulley, H
2009
Strict local martingales in continuous financial market models
Hulley, H
2013-06-01
Three-dimensional brownian motion and the golden ratio rule
Glover, K
;
Hulley, H
;
Peskir, G
2011-01
A visual criterion for identifying Ito diffusions as martingales or strict local martingales
Hulley, H
;
Platen, E
;
Dalang, R
;
Sozzi, M
;
Russo, F
2019-05-01
Weak tail conditions for local martingales
Hulley, H
;
Ruf, J