EconPapers    
Economics at your fingertips  
 

Details about Hardy Hulley

Homepage:http://www.hardyhulley.com
Workplace:Finance Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by Hardy Hulley.

Last updated 2014-02-03. Update your information in the RePEc Author Service.

Short-id: phu172


Jump to Journal Articles

Working Papers

2011

  1. Three-Dimensional Brownian Motion and the Golden Ratio Rule
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (13)

2010

  1. M6 - On Minimal Market Models and Minimal Martingale Measures
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (48)
  2. The Economic Plausibility of Strict Local Martingales in Financial Modelling
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (20)

2009

  1. A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (7)

2008

  1. A Visual Classification of Local Martingales
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (6)
  2. Hedging for the Long Run
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (21)
  3. Quadratic Hedging of Basis Risk
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (6)

2007

  1. Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (5)

2005

  1. Benchmarking and Fair Pricing Applied to Two Market Models
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (12)

Journal Articles

2013

  1. Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement
    The Economic Record, 2013, 89, (284), 31-51 Downloads View citations (21)
 
Page updated 2024-06-07