Cubature Kalman filtering for continuous-discrete systems: theory and simulations I Arasaratnam, S Haykin, TR Hurd IEEE Transactions on Signal Processing 58 (10), 4977-4993, 2010 | 604 | 2010 |

A Fourier transform method for spread option pricing TR Hurd, Z Zhou SIAM Journal on Financial Mathematics 1 (1), 142-157, 2010 | 181 | 2010 |

Portfolio choice with jumps: A closed-form solution Y Aït-Sahalia, J Cacho-Diaz, TR Hurd Annals of Applied Probability 19 (2), 556-584, 2009 | 152 | 2009 |

Contagion! Systemic Risk in Financial Networks TR Hurd Springer Verlag, Berlin Heidelberg New York, 2016 | 121 | 2016 |

Explicit formulas for Laplace transforms of stochastic integrals TR Hurd, A Kuznetsov Markov Processes and Related Fields 14 (2), 277-290, 2008 | 103 | 2008 |

Portfolio choice in markets with contagion Y Aït-Sahalia, TR Hurd Journal of Financial Econometrics 14 (1), 1-28, 2015 | 72 | 2015 |

The short distance behavior of (φ4)3 D Brydges, J Dimock, TR Hurd Communications in Mathematical Physics 172 (1), 143-186, 1995 | 58 | 1995 |

Saddlepoint approximation method for pricing CDOs J Yang, TR Hurd, X Zhang Journal of Computational Finance 10 (1), 1-20, 2006 | 57 | 2006 |

Credit risk modeling using time-changed Brownian motion TR Hurd International journal of theoretical and applied finance 12 (08), 1213-1230, 2009 | 56 | 2009 |

QED: a proof of renormalizability JS Feldman, TR Hurd, L Rosen, JD Wright Springer Berlin Heidelberg, 1988 | 56 | 1988 |

A framework for analyzing contagion in assortative banking networks TR Hurd, JP Gleeson, S Melnik | 54* | 2016 |

Affine Markov chain models of multifirm credit migration TR Hurd, A Kuznetsov Journal of Credit Risk 3, 3-29, 2007 | 52 | 2007 |

Indifference pricing and hedging for volatility derivatives MR Grasselli, TR Hurd Applied Mathematical Finance 14, 303-317, 2007 | 52* | 2007 |

Systemic Risk in Banking Networks Without Monte Carlo Simulation JP Gleeson, TR Hurd, S Melnik, A Hackett Advances in Network Analysis and its Applications, 27-56, 2013 | 51 | 2013 |

On Watts’ cascade model with random link weights TR Hurd, JP Gleeson Journal of Complex Networks 1 (1), 25-43, 2013 | 48 | 2013 |

A CP5 calculus for space-time fields LP Hughston, TR Hurd Physics Reports 100 (5), 273-326, 1983 | 46 | 1983 |

A Non-gaussian Fixed Point For phi^4 in 4-epsilon Dimensions D Brydges, J Dimock, T Hurd Communications in Mathematical Physics 198 (1), 111–156, 1998 | 42 | 1998 |

Sine-Gordon Revisited J Dimock, TR Hurd Annales Henri Poincaré 1 (3), 499–541, 2000 | 36 | 2000 |

A renormalization group analysis of the Kosterlitz-Thouless phase J Dimock, TR Hurd Communications in Mathematical Physics 137 (2), 263-287, 1991 | 36 | 1991 |

On the first passage time for Brownian motion subordinated by a Levy process TR Hurd, A Kuznetsov Journal of Applied Probability 46, 181-198, 2009 | 35 | 2009 |