Hardy Hulley
Finance · 2010
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it
Whom Hardy Hulley trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Hardy Hulley's perspective
Ordered by how strongly the researchers Hardy Hulley trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- Relative arbitrage in volatility-stabilized markets
- A BENCHMARK APPROACH TO FINANCE
- Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
- A minimal financial market model
- Brownian Motion and Stochastic Calculus
- The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures
- The numéraire portfolio in semimartingale financial models (Finance and Stochastics)
- A Complete Explicit Solution to the Log-Optimal Portfolio Problem
- Stochastic differential equations
Their papers
- M-6-On Minimal Market Models and Minimal Martingale Measures (2010) — 64 citations