T. R. Hurd

Available identifiers

zbMath Open hurd.thomas-rMaRDI QIDQ808393

List of research outcomes

Publication	Date of Publication	Type
Netting and novation in repo networks	2024-11-27	Paper
Contingent Convertible Obligations and Financial Stability	2023-03-31	Paper
Systemic cascades on inhomogeneous random financial networks	2023-03-15	Paper
Systemic Cascades On Inhomogeneous Random Financial Networks	2019-09-19	Paper
On Watts' cascade model with random link weights	2018-10-16	Paper
BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY	2018-10-10	Paper
Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations	2018-07-09	Paper
The Construction and Properties of Assortative Configuration Graphs	2018-03-06	Paper
The joint mortality of couples in continuous time	2017-07-17	Paper
Double cascade model of financial crises	2016-08-26	Paper
Contagion! Systemic Risk in Financial Networks	2016-05-30	Paper
A framework for analyzing contagion in banking networks	2011-10-19	Paper
A Fourier Transform Method for Spread Option Pricing	2010-06-01	Paper
CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION	2010-02-05	Paper
Portfolio choice with jumps: a closed-form solution	2009-06-17	Paper
On the First Passage time for Brownian Motion Subordinated by a Lévy Process	2009-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q3530675	2008-10-20	Paper
Indifference Pricing and Hedging for Volatility Derivatives	2008-04-29	Paper
Wiener chaos and the Cox–Ingersoll–Ross model	2007-10-30	Paper
A note on log-optimal portfolios in exponential Lévy markets	2005-03-21	Paper
The role of Hellinger processes in mathematical finance	2002-09-10	Paper
Sine-Gordon revisited	2000-12-04	Paper
Estimates on Renormalization Group Transformations	1999-06-20	Paper
A non-Gaussian fixed point for \(\phi^4\) in \(4-\epsilon\) dimensions	1999-06-02	Paper
The \(1/N\)-expansion as a perturbation about the mean field theory: A one-dimensional Fermi model	1996-12-16	Paper
The short distance behavior of \((\Phi^ 4_ 3)\)	1996-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q4840512	1995-10-10	Paper
Construction of the two-dimensional sine-Gordon model for \(\beta < 8\pi\)	1995-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q4325473	1995-05-14	Paper
https://portal.mardi4nfdi.de/entity/Q4325479	1995-03-08	Paper
A renormalization group analysis of correlation functions for the dipole gas	1994-09-01	Paper
A renormalization group analysis of the Kosterlitz-Thouless phase	1991-01-01	Paper
A renormalization group proof of perturbative renormalizability	1989-01-01	Paper
Soft breaking of gauge invariance in regularized quantum electrodynamics	1989-01-01	Paper
A renormalization prescription for massless quantum electrodynamics	1989-01-01	Paper
A power counting formula for short distance singularities in quantum field theory	1988-01-01	Paper
The projective geometry of simple cosmological models	1985-01-01	Paper
A cohomological description of massive fields	1981-01-01	Paper

Research outcomes over time

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