Details about Hardy Hulley

Access statistics for papers by Hardy Hulley.

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

Short-id: phu172

Working Papers

2011

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

2010

2. M6 - On Minimal Market Models and Minimal Martingale Measures
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (49)
3. The Economic Plausibility of Strict Local Martingales in Financial Modelling
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (20)

2009

4. A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (8)

2008

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

2007

8. Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (6)

2005

9. Benchmarking and Fair Pricing Applied to Two Market Models
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 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 View citations (22)