Search Results - "Hurd, T R"

Systemic cascades on inhomogeneous random financial networks by Hurd, T. R.

“…This article presents a model of the financial system as an inhomogeneous random financial network (IRFN) with N nodes that represent different types of…”
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Portfolio Choice with Jumps: A Closed-Form Solution by Aït-Sahalia, Yacine, Cacho-Diaz, Julio, Hurd, T. R.

“…We analyze the consumption-portfolio selection problem of an investor facing both Brownian and jump risks. We bring new tools, in the form of orthogonal…”
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The joint mortality of couples in continuous time by Jevtić, P., Hurd, T.R.

“…This paper introduces a probabilistic framework for the joint survivorship of couples in the context of dynamic stochastic mortality models. The death of one…”
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Lipophilic triphenylphosphonium cations as tools in mitochondrial bioenergetics and free radical biology by Ross, M F, Kelso, G F, Blaikie, F H, James, A M, Cochemé, H M, Filipovska, A, Da Ros, T, Hurd, T R, Smith, R A J, Murphy, M P

“…Lipophilic phosphonium cations were first used to investigate mitochondrial biology by Vladimir Skulachev and colleagues in the late 1960s. Since then, these…”
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On the First Passage time for Brownian Motion Subordinated by a Lévy Process by Hurd, T. R., Kuznetsov, A.

“…In this paper we consider the class of Lévy processes that can be written as a Brownian motion time changed by an independent Lévy subordinator. Examples in…”
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COVID-19: Analytics of contagion on inhomogeneous random social networks by Hurd, T.R.

“…Motivated by the need for robust models of the Covid-19 epidemic that adequately reflect the extreme heterogeneity of humans and society, this paper presents a…”
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Indifference Pricing and Hedging for Volatility Derivatives by Grasselli, M. R., Hurd, T. R.

“…Utility based indifference pricing and hedging are now considered to be an economically natural method for valuing contingent claims in incomplete markets…”
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Impact of asymptomatic COVID-19 carriers on pandemic policy outcomes by Pang, Weijie, Chehaitli, Hassan, Hurd, T.R.

“…This paper provides a mathematical model that makes it clearly visible why the underestimation of r, the fraction of asymptomatic COVID-19 carriers in the…”
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Wiener chaos and the Cox–Ingersoll–Ross model by Grasselli, M. R., Hurd, T. R.

“…= 0,1,2,…. We then derive a new expression for the price of a zero coupon bond which reveals a connection between Gaussian measures and Ricatti differential…”
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Sine-Gordon revisited by DIMOCK, J, HURD, T. R

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The Role of Hellinger Processes in Mathematical Finance by T. R. Hurd, T. Choulli

“…This paper illustrates the natural role that Hellinger processes can play in solving problems from ¯nance. We propose an extension of the concept of…”
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Disulphide formation on mitochondrial protein thiols by Hurd, T R, Filipovska, A, Costa, N J, Dahm, C C, Murphy, M P

“…A large number of proteins contain free thiols that can be modified by the formation of internal disulphides or by mixed disulphides with low-molecular-mass…”
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A renormalization group proof of perturbative renormalizability by Hurd, T. R.

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A renormalization group analysis of the Kosterlitz-Thouless phase by DIMOCK, J, HURD, T. R

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The 1/N-expansion as a perturbation about the mean field theory: A one-dimensional fermi model by Marchetti, D. H. U., Faria da Veiga, P. A., Hurd, T. R.

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Soft breaking of gauge invariance in regularized quantum electrodynamics by HURD, T. R

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The projective geometry of simple cosmological models by Hurd, T. R.

“…The conformal properties of flat space-time can be described in terms of the projective geometry of a four-dimensional quadric hypersurface, Ω, embedded in…”
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A renormalization prescription for massless quantum electrodynamics by HURD, T. R

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The short distance behavior of (φ 4)3 by Brydges, D., Dimock, J., Hurd, T. R.

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On Watts' cascade model with random link weights by Hurd, T. R., Gleeson, J. P.

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