Thomas R. Hurd

According to our database1, Thomas R. Hurd authored at least 7 papers between 2001 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

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Bibliography

2023
Contingent Convertible Obligations and Financial Stability.
SIAM J. Financial Math., March, 2023

2020
COVID-19: Analytics Of Contagion On Inhomogeneous Random Social Networks.
CoRR, 2020

2016
A framework for analyzing contagion in assortative banking networks.
CoRR, 2016

2013
On Watts' cascade model with random link weights.
J. Complex Networks, 2013

2010
Cubature kalman filtering for continuous-discrete systems: theory and simulations.
IEEE Trans. Signal Process., 2010

A Fourier Transform Method for Spread Option Pricing.
SIAM J. Financial Math., 2010

2001
The Role of Hellinger Processes in Mathematical Finance.
Entropy, 2001


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