The Role of Hellinger Processes in Mathematical Finance. - Tahir Choulli; Thomas R. Hurd (Entropy, 2001)

A Fourier Transform Method for Spread Option Pricing. - Thomas R. Hurd; Zhuowei Zhou (SIAM J. Financial Math., 2010)

Cubature kalman filtering for continuous-discrete systems: theory and simulations. - Ienkaran Arasaratnam; Simon Haykin 001; Thomas R. Hurd (IEEE Trans. Signal Process., 2010)

On Watts' cascade model with random link weights. - Thomas R. Hurd; James P. Gleeson (J. Complex Networks, 2013)

A framework for analyzing contagion in assortative banking networks. - Thomas R. Hurd; James P. Gleeson; Sergey Melnik 002 (CoRR, 2016)

COVID-19: Analytics Of Contagion On Inhomogeneous Random Social Networks. - Thomas R. Hurd (CoRR, 2020)

Contingent Convertible Obligations and Financial Stability. - Zachary Feinstein; Thomas R. Hurd (SIAM J. Financial Math., 2023)