Advanced Search
MyIDEAS: Login

Terry John Lyons

Contents:

This is information that was supplied by Terry Lyons in registering through RePEc. If you are Terry John Lyons , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Terry
Middle Name: John
Last Name: Lyons
Suffix:

RePEc Short-ID: ply46

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

(50%) Oxford-Man Institute of Quantitative Finance
Oxford University
Location: Oxford, United Kingdom
Homepage: http://www.oxford-man.ox.ac.uk/
Email:
Phone: +44 (0)1865 616600
Fax: +44 (0)1865 616601
Postal: Blue Boar Court, 9 Alfred Street, Oxford, OX1 4EH
Handle: RePEc:edi:omioxuk (more details at EDIRC)
(50%) Mathematical and Computational Finance Group
Oxford University
Location: Oxford, United Kingdom
Homepage: http://www.maths.ox.ac.uk/mcfg/
Email:
Phone: +44 1865 280612
Fax: +44 1865 270515
Postal: Mathematical Institute, 24-29 St. Giles', Oxford, OX1 3LB
Handle: RePEc:edi:ccfoxuk (more details at EDIRC)

Works

as in new window

Working papers

  1. G. Liang & T. Lyons & Z. Qian, 2010. "A Functional Approach to FBSDEs and Its Application in Optimal Portfolios," Papers 1011.4499, arXiv.org.

Articles

  1. Lyons, T. J. & Röckner, M. & Zhang, T. S., 1996. "Martingale decomposition of Dirichlet processes on the Banach space C0[0, 1]," Stochastic Processes and their Applications, Elsevier, vol. 64(1), pages 31-38, November.
  2. T. J. Lyons, 1995. "Uncertain volatility and the risk-free synthesis of derivatives," Applied Mathematical Finance, Taylor & Francis Journals, vol. 2(2), pages 117-133.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Terry Lyons should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.