Brief synopsis of the scientific career of T. R. Hurd

DOI10.1142/s0219024924300014MaRDI QIDQ6644191

Publication date: 27 November 2024

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) Actuarial science and mathematical finance (91Gxx) Quantum theory (81-XX) Relativity and gravitational theory (83-XX)

Cites Work

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A renormalization group analysis of the Kosterlitz-Thouless phase
A renormalization group proof of perturbative renormalizability
Portfolio choice with jumps: a closed-form solution
A renormalization prescription for massless quantum electrodynamics
A renormalization group analysis of correlation functions for the dipole gas
A non-Gaussian fixed point for \(\phi^4\) in \(4-\epsilon\) dimensions
Construction of the two-dimensional sine-Gordon model for \(\beta < 8\pi\)
Sine-Gordon revisited
The role of Hellinger processes in mathematical finance
Soft breaking of gauge invariance in regularized quantum electrodynamics
The short distance behavior of \((\Phi^ 4_ 3)\)
The \(1/N\)-expansion as a perturbation about the mean field theory: A one-dimensional Fermi model
The joint mortality of couples in continuous time
Systemic cascades on inhomogeneous random financial networks
Contagion! Systemic Risk in Financial Networks
DOUBLE CASCADE MODEL OF FINANCIAL CRISES
Randomized structural models of credit spreads
CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION
A power counting formula for short distance singularities in quantum field theory
A Fourier Transform Method for Spread Option Pricing
On the First Passage time for Brownian Motion Subordinated by a Lévy Process
The projective geometry of simple cosmological models
A cohomological description of massive fields
Estimates on Renormalization Group Transformations
Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
The Construction and Properties of Assortative Configuration Graphs
A note on log-optimal portfolios in exponential Lévy markets
BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY
On Watts' cascade model with random link weights
Wiener chaos and the Cox–Ingersoll–Ross model
Indifference Pricing and Hedging for Volatility Derivatives
Contingent Convertible Obligations and Financial Stability
Netting and novation in repo networks

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