Browsing byAuthorHulley, H
Showing results 1 to 19 of 19
| Issue Date | Title | Author(s) |
| 2024 | Arbitrage Problems with Reflected Geometric Brownian motion | Buckner, D; Dowd, K; Hulley, H |
| 2023-09-10 | A market consistent approach to the valuation of no-negative equity guarantees and equity release mortgages | Buckner, D; Dowd, K; Hulley, H |
| 2022-01-01 | Financially constrained index futures arbitrage | Glover, K; Hulley, H |
| 2022 | Short Selling with Margin Risk and Recall Risk | Glover, K; Hulley, H |
| 2022 | Financially Constrained Index Futures Arbitrage | Glover, KJ; Hulley, H |
| 2019-05-01 | Weak tail conditions for local martingales | Hulley, H; Ruf, J |
| 2018 | Are mutual fund investors paying for noise? | Casavecchia, L; Hulley, H |
| 2015-03-02 | Quadratic hedging of basis risk | Hulley, H; McWalter, T |
| 2014-01-01 | Optimal prediction of the last-passage time of a transient diffusion | Glover, K; Hulley, H |
| 2013-06-01 | Three-dimensional brownian motion and the golden ratio rule | Glover, K; Hulley, H; Peskir, G |
| 2013-01-01 | Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement | Hulley, H; McKibbin, R; Pedersen, A; Thorp, S |
| 2012-05-01 | Hedging for the long run | Hulley, H; Platen, E |
| 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 |
| 2010-01-01 | M-6-On Minimal Market Models and Minimal Martingale Measures | Hulley, H; Schweizer, M; Chiarella, C; Novikov, A |
| 2010-01 | The effect of idiosyncratic risk-taking on mutual fund performance and fees | Casavecchia, L; Hulley, H; al, AAE |
| 2010 | The Economic Plausibility of Strict Local Martingales in Financial Modelling | Hulley, H |
| 2009 | Strict local martingales in continuous financial market models | Hulley, H |
| 2008-01 | Laplace transform identities for diffusions, with applications to rebates and barrier options | Hulley, H; Platen, E; Stettner, L |
| 2005-01 | Benchmarking and fair pricing applied to two market models | Hulley, H; Miller, S; Platen, E |
