Access Statistics for Hardy Hulley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Visual Classification of Local Martingales 0 1 1 139 0 1 5 355
A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales 0 0 0 41 1 2 8 123
Arbitrage Problems with Reflected Geometric Brownian Motion 0 0 0 3 0 1 6 16
Benchmarking and Fair Pricing Applied to Two Market Models 0 0 0 138 0 0 13 371
Hedging for the Long Run 0 0 0 157 0 1 10 409
Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options 0 0 0 393 1 3 18 2,363
M6 - On Minimal Market Models and Minimal Martingale Measures 0 0 0 22 3 3 12 110
Optimal prediction of the last-passage time of a transient diffusion 0 0 0 2 0 0 6 15
Quadratic Hedging of Basis Risk 0 0 0 134 5 5 18 437
Short Selling with Margin Risk and Recall Risk 0 0 0 16 2 2 27 85
The Economic Plausibility of Strict Local Martingales in Financial Modelling 0 0 0 60 1 2 11 360
Three-Dimensional Brownian Motion and the Golden Ratio Rule 0 0 2 46 4 5 24 204
Weak Tail Conditions for Local Martingales 0 0 0 2 0 2 13 34
Total Working Papers 0 1 3 1,153 17 27 171 4,882


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A market consistent approach to the valuation of no-negative equity guarantees and equity release mortgages 0 0 0 2 1 1 7 19
A market consistent approach to the valuation of no-negative equity guarantees and equity release mortgages 0 0 0 1 0 0 2 4
Arbitrage problems with reflected geometric Brownian motion 0 0 0 1 0 1 11 16
Are mutual fund investors paying for noise? 0 0 0 6 0 0 6 46
Financially constrained index futures arbitrage 0 0 1 5 0 3 16 27
How suitable are equity release mortgages as investments for pension funds? 0 0 1 3 1 2 15 18
Investor Search and Asset Prices 0 0 3 4 0 3 13 17
Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement 0 0 1 21 1 1 9 128
Quadratic Hedging of Basis Risk 0 0 0 21 0 0 9 149
SHORT SELLING WITH MARGIN RISK AND RECALL RISK 0 0 0 0 1 1 8 14
Total Journal Articles 0 0 6 64 4 12 96 438


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Strict Local Martingales in Continuous Financial Market Models 0 0 3 33 1 1 11 72
Total Books 0 0 3 33 1 1 11 72


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
M6—On Minimal Market Models and Minimal Martingale Measures 0 0 0 0 0 2 7 7
The Economic Plausibility of Strict Local Martingales in Financial Modelling 0 0 0 0 0 0 3 3
Total Chapters 0 0 0 0 0 2 10 10


Statistics updated 2026-09-10