Thomas R. Hurd

According to our database, Thomas R. Hurd authored at least 5 papers between 2001 and 2016.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2016

A framework for analyzing contagion in assortative banking networks.

Thomas R. Hurd, James P. Gleeson, Sergey Melnik

CoRR, 2016

2013

On Watts' cascade model with random link weights.

Thomas R. Hurd, James P. Gleeson

J. Complex Networks, 2013

2010

Cubature kalman filtering for continuous-discrete systems: theory and simulations.

Ienkaran Arasaratnam, Simon Haykin, Thomas R. Hurd

IEEE Trans. Signal Process., 2010

A Fourier Transform Method for Spread Option Pricing.

Thomas R. Hurd, Zhuowei Zhou

SIAM J. Financial Math., 2010

2001

The Role of Hellinger Processes in Mathematical Finance.

Tahir Choulli, Thomas R. Hurd

Entropy, 2001