Hardy Hulley : Citation Profile


Are you Hardy Hulley?

University of Technology Sydney

5

H index

4

i10 index

97

Citations

RESEARCH PRODUCTION:

1

Articles

9

Papers

RESEARCH ACTIVITY:

   8 years (2005 - 2013). See details.
   Cites by year: 12
   Journals where Hardy Hulley has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu172
   Updated: 2018-09-15    RAS profile: 2014-02-03    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hardy Hulley.

Is cited by:

Platen, Eckhard (21)

Thorp, Susan (4)

Cretarola, Alessandra (4)

Stavrunova, Olena (3)

Baldeaux, Jan (3)

Walk, Adam (1)

Jacquier, Antoine (1)

Jarrow, Robert (1)

Iskhakov, Fedor (1)

Drew, Michael (1)

McWalter, Thomas (1)

Cites to:

Platen, Eckhard (15)

Skinner, Jonathan (4)

Zeldes, Stephen (4)

Hubbard, Robert (4)

Browning, Martin (3)

Powers, Elizabeth (2)

Crossley, Thomas (2)

Neumark, David (2)

ZILIAK, JAMES (2)

merton, robert (2)

Thorp, Susan (2)

Main data


Where Hardy Hulley has published?


Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney9

Recent works citing Hardy Hulley (2018 and 2017)


YearTitle of citing document
2017The Stochastic Solution to a Cauchy Problem for Degenerate Parabolic Equations. (2017). Zhu, Chao ; Huang, Yu-Jui ; Chen, Xiaoshan ; Song, Qingshuo . In: Papers. RePEc:arx:papers:1309.0046.

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2017Financial Models with Defaultable Num\eraires. (2017). Fisher, Travis ; Ruf, Johannes ; Pulido, Sergio. In: Papers. RePEc:arx:papers:1511.04314.

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2017Polynomial processes in stochastic portfolio theory. (2017). Cuchiero, Christa . In: Papers. RePEc:arx:papers:1705.03647.

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2017Sensitivity analysis of the utility maximization problem with respect to model perturbations. (2017). Mostovyi, Oleksii ; Sirbu, Mihai. In: Papers. RePEc:arx:papers:1705.08291.

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2018Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts. (2018). Platen, Eckhard ; McWalter, Thomas ; Kienitz, Joerg ; Rudd, Ralph . In: Papers. RePEc:arx:papers:1801.07044.

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2018A Unified Modeling Framework for Life and Non-Life Insurance. (2018). Biagini, Francesca ; Zhang, Yinglin . In: Papers. RePEc:arx:papers:1802.07741.

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2018Deflators and log-optimal portfolios under random horizon: Explicit description and optimization. (2018). Choulli, Tahir ; Yansori, Sina. In: Papers. RePEc:arx:papers:1803.10128.

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2018Log-optimal portfolio without NFLVR: existence, complete characterization, and duality. (2018). Choulli, Tahir ; Yansori, Sina. In: Papers. RePEc:arx:papers:1807.06449.

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2017Optimal consumption, investment and housing with means-tested public pension in retirement. (2017). Andreasson, Johan G ; Novikov, Alex ; Shevchenko, Pavel V. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:32-47.

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2017Unit-linked life insurance policies: Optimal hedging in partially observable market models. (2017). Cretarola, Alessandra ; Colaneri, Katia ; Ceci, Claudia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:149-163.

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2018Detecting money market bubbles. (2018). Platen, Eckhard ; Ignatieva, Katja ; Baldeaux, Jan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:369-379.

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2017Strict local martingales: Examples. (2017). Li, Xue-Mei . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:65-68.

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2017Optimal Time to Enter a Retirement Village. (2017). Zhang, Jinhui ; Wei, Jiaqin ; Purcal, Sachi . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:20-:d:93729.

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2017Assessment of Policy Changes to Means-Tested Age Pension Using the Expected Utility Model: Implication for Decisions in Retirement. (2017). Andreasson, Johan G ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:47-:d:111425.

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2017Non-Parametric Integral Estimation Using Data Clustering in Stochastic dynamic Programming: An Introduction Using Lifetime Financial Modelling. (2017). Khemka, Gaurav ; Butt, Adam. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:57-:d:117091.

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2017Financial Models with Defaultable Numéraires. (2017). Fisher, Travis ; Ruf, Johannes ; Pulido, Sergio. In: Working Papers. RePEc:hal:wpaper:hal-01240736.

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2017No-arbitrage up to random horizon for quasi-left-continuous models. (2017). Aksamit, Anna ; Jeanblanc, Monique ; Deng, Jun ; Choulli, Tahir. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:4:d:10.1007_s00780-017-0337-3.

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2017EXPLICIT FORMULAE FOR PARAMETERS OF STOCHASTIC MODELS OF A DISCOUNTED EQUITY INDEX USING MAXIMUM LIKELIHOOD ESTIMATION WITH APPLICATIONS. (2017). Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:02:n:s2010495217500105.

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2018DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS. (2018). Criens, David. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:01:n:s0219024918500024.

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Works by Hardy Hulley:


YearTitleTypeCited
2013Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement In: The Economic Record.
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article13
2005Benchmarking and Fair Pricing Applied to Two Market Models In: Research Paper Series.
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paper4
2007Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options In: Research Paper Series.
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paper4
2008Hedging for the Long Run In: Research Paper Series.
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paper15
2008Quadratic Hedging of Basis Risk In: Research Paper Series.
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paper5
2008A Visual Classification of Local Martingales In: Research Paper Series.
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paper3
2009A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales In: Research Paper Series.
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paper5
2010The Economic Plausibility of Strict Local Martingales in Financial Modelling In: Research Paper Series.
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paper15
2010M6 - On Minimal Market Models and Minimal Martingale Measures In: Research Paper Series.
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paper31
2011Three-Dimensional Brownian Motion and the Golden Ratio Rule In: Research Paper Series.
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paper2

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