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 0 0 138 2 2 4 354
A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales 0 0 0 41 1 1 6 121
Arbitrage Problems with Reflected Geometric Brownian Motion 0 0 0 3 1 2 6 15
Benchmarking and Fair Pricing Applied to Two Market Models 0 0 0 138 2 4 14 371
Hedging for the Long Run 0 0 0 157 0 2 10 408
Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options 0 0 0 393 2 6 15 2,360
M6 - On Minimal Market Models and Minimal Martingale Measures 0 0 0 22 0 3 9 107
Optimal prediction of the last-passage time of a transient diffusion 0 0 0 2 0 1 6 15
Quadratic Hedging of Basis Risk 0 0 0 134 1 6 13 432
Short Selling with Margin Risk and Recall Risk 0 0 0 16 1 15 25 83
The Economic Plausibility of Strict Local Martingales in Financial Modelling 0 0 0 60 0 2 9 358
Three-Dimensional Brownian Motion and the Golden Ratio Rule 0 0 2 46 1 6 19 199
Weak Tail Conditions for Local Martingales 0 0 0 2 0 0 11 32
Total Working Papers 0 0 2 1,152 11 50 147 4,855


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 0 2 8 18
A market consistent approach to the valuation of no-negative equity guarantees and equity release mortgages 0 0 0 1 0 1 2 4
Arbitrage problems with reflected geometric Brownian motion 0 0 0 1 0 2 11 15
Are mutual fund investors paying for noise? 0 0 0 6 0 2 6 46
Financially constrained index futures arbitrage 0 0 1 5 0 4 16 24
How suitable are equity release mortgages as investments for pension funds? 0 0 1 3 0 2 13 16
Investor Search and Asset Prices 0 1 4 4 0 2 13 14
Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement 0 0 1 21 0 2 9 127
Quadratic Hedging of Basis Risk 0 0 0 21 1 4 9 149
SHORT SELLING WITH MARGIN RISK AND RECALL RISK 0 0 0 0 1 3 10 13
Total Journal Articles 0 1 7 64 2 24 97 426


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 1 1 3 33 1 2 10 71
Total Books 1 1 3 33 1 2 10 71


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 5 5
The Economic Plausibility of Strict Local Martingales in Financial Modelling 0 0 0 0 0 2 3 3
Total Chapters 0 0 0 0 0 4 8 8


Statistics updated 2026-06-04