Hardy Hulley

MaRDI QIDQ1938978zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Arbitrage problems with reflected geometric Brownian motion Finance and Stochastics	2024-01-02	Paper
Short selling with margin risk and recall risk International Journal of Theoretical and Applied Finance	2022-03-29	Paper
Weak tail conditions for local martingales The Annals of Probability	2019-06-18	Paper
Weak tail conditions for local martingales The Annals of Probability	2019-06-18	Paper
A remark on H1 martingales	2018-04-26	Paper
Optimal prediction of the last-passage time of a transient diffusion SIAM Journal on Control and Optimization	2015-03-27	Paper
Three-dimensional Brownian motion and the golden ratio rule The Annals of Applied Probability	2013-05-10	Paper
Three-dimensional Brownian motion and the golden ratio rule The Annals of Applied Probability	2013-05-10	Paper
Hedging for the long run Mathematics and Financial Economics	2013-02-26	Paper
A visual criterion for identifying Itô diffusions as martingales or strict local martingales Seminar on Stochastic Analysis, Random Fields and Applications VI	2012-08-24	Paper
M6—On Minimal Market Models and Minimal Martingale Measures Contemporary Quantitative Finance	2011-05-31	Paper
The economic plausibility of strict local martingales in financial modelling Contemporary Quantitative Finance	2011-05-31	Paper
Laplace transform identities for diffusions, with applications to rebates and barrier options	2008-11-04	Paper

Research outcomes over time

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