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T. R. Hurd

Identifiers

  • name variant T. R. Hurd 0.60 · backfill

Papers (18)

  1. Impact of asymptomatic COVID-19 carriers on pandemic policy outcomes q-bio.PE · 2021 · author #3
  2. Contingent Convertible Obligations and Financial Stability q-fin.RM · 2020 · author #2
  3. COVID-19: Analytics Of Contagion On Inhomogeneous Random Social Networks q-bio.PE · 2020 · author #1
  4. Systemic Cascades On Inhomogeneous Random Financial Networks q-fin.GN · 2019 · author #1
  5. Bank Panics and Fire Sales, Insolvency and Illiquidity q-fin.GN · 2017 · author #1
  6. Optimal Portfolios of Illiquid Assets q-fin.MF · 2016 · author #1
  7. The Construction and Properties of Assortative Configuration Graphs math.PR · 2015 · author #1
  8. On Watts' Cascade Model with Random Link Weights physics.soc-ph · 2012 · author #1
  9. Portfolio Choice in Markets with Contagion q-fin.PM · 2012 · author #2
  10. Statistical Inference for Time-changed Brownian Motion Credit Risk Models q-fin.ST · 2011 · author #1
  11. Portfolio choice with jumps: A closed-form solution math.PR · 2009 · author #3
  12. Credit risk modeling using time-changed Brownian motion q-fin.PR · 2009 · author #1
  13. A Fourier transform method for spread option pricing q-fin.CP · 2009 · author #1
  14. On the first passage time for Brownian motion subordinated by a Levy process math.PR · 2008 · author #1
  15. Indifference pricing and hedging in stochastic volatility models math.PR · 2004 · author #2
  16. Wiener Chaos and the Cox-Ingersoll-Ross model math.PR · 2003 · author #2
  17. A Monte Carlo method for exponential hedging of contingent claims math.PR · 2002 · author #2
  18. Pricing formulas, model error and hedging derivative portfolios cond-mat.dis-nn · 2001 · author #1

Mentions

  • 2006.01037 #2 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 2102.10042 #3 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 2004.02779 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 1909.09239 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 1610.00395 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 1512.03084 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 1211.5708 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 1210.1598 #2 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 1102.2412 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 0906.2324 #3 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 0904.2376 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 0902.3643 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • math/0307197 #2 · arxiv_oai · confidence 0.70 T. R. Hurd
  • math/0211383 #2 · arxiv_oai · confidence 0.70 T. R. Hurd
  • math/0404447 #2 · arxiv_oai · confidence 0.70 T. R. Hurd
  • cond-mat/0108549 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 0805.4618 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 1711.05289 #1 · arxiv_oai · confidence 0.70 T. R. Hurd
  • 1211.5708 #1 · backfill · confidence 0.70 T. R. Hurd
  • 1210.1598 #2 · backfill · confidence 0.70 T. R. Hurd
  • 1102.2412 #1 · backfill · confidence 0.70 T. R. Hurd
  • 0906.2324 #3 · backfill · confidence 0.70 T. R. Hurd
  • 0904.2376 #1 · backfill · confidence 0.70 T. R. Hurd
  • 0902.3643 #1 · backfill · confidence 0.70 T. R. Hurd
  • 0805.4618 #1 · backfill · confidence 0.70 T. R. Hurd

Frequent Coauthors