Thomas R. Hurd

Finance · 2009–2012

A researcher in the Science corpus: 4 papers; trusts 21 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Thomas R. Hurd trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Thomas Moosbrucker
  2. Peter P. Carr
  3. Robert A. Jarrow
  4. Dilip B Madan 5
  5. Helyette Geman
  6. Philip Protter
  7. René L. Schilling
  8. Ludger Overbeck
  9. Ole E. Barndorff-Nielsen
  10. Riley Crane

Who trusts Thomas R. Hurd overall

  1. Alan G. Hawkes

Papers from Thomas R. Hurd's perspective

Ordered by how strongly the researchers Thomas R. Hurd trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  2. Stochastic differential equations : an introduction with applications
  3. Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation
  4. Time Changes for Lévy Processes
  5. Financial Modelling with Jump Processes
  6. Global Positioning Systems, Inertial Navigation, and Integration
  7. Stochastic Volatility for Lévy Processes
  8. STRUCTURAL VERSUS REDUCED FORM MODELS: A NEW INFORMATION BASED PERSPECTIVE
  9. Cubature Kalman Filters (IEEE Transactions on Automatic Control)
  10. New Results in Linear Filtering and Prediction Theory

Their papers