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Details about Terry John Lyons

Workplace:Oxford-Man Institute of Quantitative Finance, Oxford University, (more information at EDIRC)
Mathematical and Computational Finance Group, Oxford University, (more information at EDIRC)

Access statistics for papers by Terry John Lyons.

Last updated 2012-04-22. Update your information in the RePEc Author Service.

Short-id: ply46

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Working Papers


  1. A Functional Approach to FBSDEs and Its Application in Optimal Portfolios
    Papers, Downloads View citations (1)

Journal Articles


  1. Martingale decomposition of Dirichlet processes on the Banach space C0[0, 1]
    Stochastic Processes and their Applications, 1996, 64, (1), 31-38 Downloads


  1. Uncertain volatility and the risk-free synthesis of derivatives
    Applied Mathematical Finance, 1995, 2, (2), 117-133 Downloads View citations (82)
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