| M6-On minimal market models and minimal martingale measures H Hulley, M Schweizer Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen, 35-51, 2010 | 54 | 2010 |
| Means‐tested public pensions, portfolio choice and decumulation in retirement H Hulley, R Mckibbin, A Pedersen, S Thorp Economic Record 89 (284), 31-51, 2013 | 41 | 2013 |
| Three-dimensional Brownian motion and the Golden Ratio rule K Glover, H Hulley, G Peskir Annals of Applied Probability 23 (3), 895-922, 2013 | 39 | 2013 |
| The economic plausibility of strict local martingales in financial modelling H Hulley Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen, 53-75, 2010 | 29 | 2010 |
| Strict Local Martingales in Continuous Financial Market Models H Hulley University of Technology, Sydney, 2009 | 24 | 2009 |
| Hedging for the long run H Hulley, E Platen Mathematics and Financial Economics 6 (2), 105-124, 2012 | 21 | 2012 |
| A visual criterion for identifying Itô diffusions as martingales or strict local martingales H Hulley, E Platen Seminar on Stochastic Analysis, Random Fields and Applications VI, 147-157, 2011 | 19 | 2011 |
| Laplace transform identities for diffusions, with applications to rebates and barrier options H Hulley, E Platen Advances in Mathematics of Finance, 139-157, 2008 | 15 | 2008 |
| Benchmarking and fair pricing applied to two market models H Hulley, S Miller, E Platen The Kyoto Economic Review 74 (1), 85-118, 2005 | 13 | 2005 |
| Weak tail conditions for local martingales H Hulley, J Ruf The Annals of Probability 47 (3), 1811-1825, 2019 | 11 | 2019 |
| A visual classification of local martingales H Hulley, E Platen | 10 | 2008 |
| Quadratic hedging of basis risk H Hulley, TA McWalter Quantitative Finance Research Centre, University of Technology, Sydney …, 2008 | 9 | 2008 |
| Quadratic hedging of basis risk H Hulley, TA McWalter Journal of Risk and Financial Management 8 (1), 83-102, 2015 | 7 | 2015 |
| Optimal prediction of the last-passage time of a transient diffusion K Glover, H Hulley SIAM Journal on Control and Optimization 52 (6), 3833–3853, 2014 | 5 | 2014 |
| M6-on minimal market models and minimal martingale measures. In eds. C. Chiarella and A. Novikov, Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen H Hulley, M Schweizer Springer, Berlin-Heidelberg 51, 35, 2010 | 5 | 2010 |
| Are mutual fund investors paying for noise? L Casavecchia, H Hulley http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2578547, 2015 | 4 | 2015 |
| Means-tested public pensions, portfolio choice and decumulation in retirement S Thorp, H Hulley, R Mckibbin, A Pederson The Economic Record, forth coming, 2012 | 4 | 2012 |
| Quadratic hedging of basis risk. Research Paper Series 225 H Hulley, TA McWalter Quantitative Finance Research Centre, University of Technology, Sydney, 2008 | 4 | 2008 |
| Short selling with margin risk and recall risk K Glover, H Hulley arXiv preprint arXiv:1903.11804, 2019 | 3 | 2019 |
| Arbitrage problems with reflected geometric Brownian motion D Buckner, K Dowd, H Hulley arXiv preprint arXiv:2201.05312, 2022 | 1 | 2022 |
Kristoffer John GloverUTS Business School, University of Technology SydneyAdresse e-mail validée de uts.edu.au
