Details about Terry John Lyons
Access statistics for papers by Terry John Lyons.
Last updated 2012-04-22. Update your information in the RePEc Author Service.
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- A Functional Approach to FBSDEs and Its Application in Optimal Portfolios
Papers, arXiv.org View citations (1)
- Martingale decomposition of Dirichlet processes on the Banach space C0[0, 1]
Stochastic Processes and their Applications, 1996, 64, (1), 31-38
- Uncertain volatility and the risk-free synthesis of derivatives
Applied Mathematical Finance, 1995, 2, (2), 117-133 View citations (82)