Brief synopsis of the scientific career of T. R. Hurd
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Cites work
- A cohomological description of massive fields
- A Fourier transform method for spread option pricing
- A non-Gaussian fixed point for \(\phi^4\) in \(4-\epsilon\) dimensions
- A power counting formula for short distance singularities in quantum field theory
- A renormalization group analysis of correlation functions for the dipole gas
- A renormalization group analysis of the Kosterlitz-Thouless phase
- A renormalization group proof of perturbative renormalizability
- A renormalization prescription for massless quantum electrodynamics
- A note on log-optimal portfolios in exponential Lévy markets
- Bank panics and fire sales, insolvency and illiquidity
- Construction of the two-dimensional sine-Gordon model for \(\beta < 8\pi\)
- Contagion! Systemic risk in financial networks
- Contingent Convertible Obligations and Financial Stability
- Credit risk modeling using time-changed Brownian motion
- Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
- Double cascade model of financial crises
- Estimates on Renormalization Group Transformations
- scientific article; zbMATH DE number 5354344 (Why is no real title available?)
- scientific article; zbMATH DE number 3725254 (Why is no real title available?)
- scientific article; zbMATH DE number 732179 (Why is no real title available?)
- scientific article; zbMATH DE number 732185 (Why is no real title available?)
- scientific article; zbMATH DE number 2095964 (Why is no real title available?)
- Indifference Pricing and Hedging for Volatility Derivatives
- Netting and novation in repo networks
- On the First Passage time for Brownian Motion Subordinated by a Lévy Process
- On Watts' cascade model with random link weights
- Portfolio choice with jumps: a closed-form solution
- Randomized structural models of credit spreads
- Sine-Gordon revisited
- Soft breaking of gauge invariance in regularized quantum electrodynamics
- Systemic cascades on inhomogeneous random financial networks
- The \(1/N\)-expansion as a perturbation about the mean field theory: A one-dimensional Fermi model
- The construction and properties of assortative configuration graphs
- The joint mortality of couples in continuous time
- The projective geometry of simple cosmological models
- The role of Hellinger processes in mathematical finance
- The short distance behavior of \((\Phi^ 4_ 3)\)
- Wiener chaos and the Cox–Ingersoll–Ross model
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