40 citations · 40 across the 1 of their papers we have counts for
3 papers
q-fin.MF2019
Short Selling with Margin Risk and Recall Risk
Kristoffer Glover, Hardy Hulley
Short sales are regarded as negative purchases in textbook asset pricing theory. In reality, however, the symmetry between purchases and short sales is broken by a variety of costs…
math.PR2018
A remark on H1 martingales
Hardy Hulley, Johannes Ruf
The space of H1 martingales is interesting because of its duality with the space of BMO martingales. It is straightforward to show that every H1 martingale is a uniformly integrabl…
math.PR2013★ 40 cited
Three-dimensional Brownian motion and the golden ratio rule
Kristoffer Glover, Hardy Hulley, Goran Peskir
Let be a transient diffusion process in with the diffusion coefficient and the scale function such that as $t\righta…