T. R. Hurd

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Person:808393

Available identifiers

zbMath Open hurd.thomas-rMaRDI QIDQ808393

List of research outcomes





PublicationDate of PublicationType
Netting and novation in repo networks2024-11-27Paper
Contingent Convertible Obligations and Financial Stability2023-03-31Paper
Systemic cascades on inhomogeneous random financial networks2023-03-15Paper
Systemic Cascades On Inhomogeneous Random Financial Networks2019-09-19Paper
On Watts' cascade model with random link weights2018-10-16Paper
BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY2018-10-10Paper
Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations2018-07-09Paper
The Construction and Properties of Assortative Configuration Graphs2018-03-06Paper
The joint mortality of couples in continuous time2017-07-17Paper
Double cascade model of financial crises2016-08-26Paper
Contagion! Systemic Risk in Financial Networks2016-05-30Paper
A framework for analyzing contagion in banking networks2011-10-19Paper
A Fourier Transform Method for Spread Option Pricing2010-06-01Paper
CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION2010-02-05Paper
Portfolio choice with jumps: a closed-form solution2009-06-17Paper
On the First Passage time for Brownian Motion Subordinated by a Lévy Process2009-04-14Paper
https://portal.mardi4nfdi.de/entity/Q35306752008-10-20Paper
Indifference Pricing and Hedging for Volatility Derivatives2008-04-29Paper
Wiener chaos and the Cox–Ingersoll–Ross model2007-10-30Paper
A note on log-optimal portfolios in exponential Lévy markets2005-03-21Paper
The role of Hellinger processes in mathematical finance2002-09-10Paper
Sine-Gordon revisited2000-12-04Paper
Estimates on Renormalization Group Transformations1999-06-20Paper
A non-Gaussian fixed point for \(\phi^4\) in \(4-\epsilon\) dimensions1999-06-02Paper
The \(1/N\)-expansion as a perturbation about the mean field theory: A one-dimensional Fermi model1996-12-16Paper
The short distance behavior of \((\Phi^ 4_ 3)\)1996-06-04Paper
https://portal.mardi4nfdi.de/entity/Q48405121995-10-10Paper
Construction of the two-dimensional sine-Gordon model for \(\beta < 8\pi\)1995-06-27Paper
https://portal.mardi4nfdi.de/entity/Q43254731995-05-14Paper
https://portal.mardi4nfdi.de/entity/Q43254791995-03-08Paper
A renormalization group analysis of correlation functions for the dipole gas1994-09-01Paper
A renormalization group analysis of the Kosterlitz-Thouless phase1991-01-01Paper
A renormalization group proof of perturbative renormalizability1989-01-01Paper
Soft breaking of gauge invariance in regularized quantum electrodynamics1989-01-01Paper
A renormalization prescription for massless quantum electrodynamics1989-01-01Paper
A power counting formula for short distance singularities in quantum field theory1988-01-01Paper
The projective geometry of simple cosmological models1985-01-01Paper
A cohomological description of massive fields1981-01-01Paper

Research outcomes over time

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