publication venue for
- BRIEF SYNOPSIS OF THE SCIENTIFIC CAREER OF T. R. HURD. 27:2430001. 2024
- NETTING AND NOVATION IN REPO NETWORKS. 27:2450017. 2024
- PREFACE: SPECIAL ISSUE IN HONOUR OF MEMORY OF THOMAS ROBERT HURD (1956-2022). 27:2402002. 2024
- EDITORIAL. 26:2301002. 2023
- EDITORIAL. 26:2301001. 2023
- MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS. 22:1850058-1850058. 2019
- THE BROAD CONSEQUENCES OF NARROW BANKING. 22:1950007-1950007. 2019
- PRIORITY OPTION: THE VALUE OF BEING A LEADER. 16:1350004-1350004. 2013
- PREFACE – Special Issue on Financial Derivatives and Risk Management. 15:1202001-1202001. 2012
- PREFACE — Special Issue on Computational Finance. 14:v-vi. 2011
- PREFACE. 14:v-vi. 2011
- SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION. 09:1071-1091. 2006
- SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION. 09:1071-1091. 2006
- PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS. 08:791-806. 2005
- LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION. 07:1-18. 2004
- LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION. 07:1-18. 2004
- Netting and novation in REPO networks with rehypothecation: an agent-based computation model