Brief synopsis of the scientific career of T. R. Hurd
type: Item
instance of: scholarly article
title: Brief synopsis of the scientific career of T. R. Hurd
author: M. R. Grasselli
author: Lane P. Hughston
published in: International Journal of Theoretical and Applied Finance
publication date: 2024-11-27T00:00:00Z
Mathematics Subject Classification ID: 01A70
Mathematics Subject Classification ID: 81-XX
Mathematics Subject Classification ID: 83-XX
Mathematics Subject Classification ID: 91Gxx
zbMATH DE Number: 7950068
MaRDI profile type: MaRDI publication profile
cites work: Q3914031
cites work: A cohomological description of massive fields
cites work: The projective geometry of simple cosmological models
cites work: A power counting formula for short distance singularities in quantum field theory
cites work: A renormalization prescription for massless quantum electrodynamics
cites work: A renormalization group proof of perturbative renormalizability
cites work: Soft breaking of gauge invariance in regularized quantum electrodynamics
cites work: A renormalization group analysis of the Kosterlitz-Thouless phase
cites work: A renormalization group analysis of correlation functions for the dipole gas
cites work: Construction of the two-dimensional sine-Gordon model for \(\beta < 8\pi\)
cites work: Q4325473
cites work: Q4325479
cites work: The short distance behavior of \((\Phi^ 4_ 3)\)
cites work: The \(1/N\)-expansion as a perturbation about the mean field theory: A one-dimensional Fermi model
cites work: Estimates on Renormalization Group Transformations
cites work: A non-Gaussian fixed point for \(\phi^4\) in \(4-\epsilon\) dimensions
cites work: Sine-Gordon revisited
cites work: The role of Hellinger processes in mathematical finance
cites work: Q4810082
cites work: A note on log-optimal portfolios in exponential Lévy markets
cites work: Wiener chaos and the Cox–Ingersoll–Ross model
cites work: Indifference Pricing and Hedging for Volatility Derivatives
cites work: Q3530675
cites work: Portfolio choice with jumps: a closed-form solution
cites work: On the First Passage time for Brownian Motion Subordinated by a Lévy Process
cites work: CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION
cites work: A Fourier Transform Method for Spread Option Pricing
cites work: Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
cites work: Randomized structural models of credit spreads
cites work: On Watts' cascade model with random link weights
cites work: Double cascade model of financial crises
cites work: Contagion! Systemic Risk in Financial Networks
cites work: The Construction and Properties of Assortative Configuration Graphs
cites work: The joint mortality of couples in continuous time
cites work: BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY
cites work: Systemic cascades on inhomogeneous random financial networks
cites work: Contingent Convertible Obligations and Financial Stability
cites work: Netting and novation in repo networks
DOI: 10.1142/S0219024924300014
description: scientific article; zbMATH DE number 7950068