Lane P. Hughston - Lane P. Hughston
Lane P. Hughston | |
---|---|
Nascer |
Corpus Christi , Texas , EUA
|
24 de dezembro de 1951
Nacionalidade | americano |
Alma mater | Magdalen College, Oxford |
Carreira científica | |
Campos |
Finanças matemáticas Física matemática |
Instituições |
Ourives, Universidade de Londres Brunel University London Imperial College London King's College London Lincoln College, Oxford |
Orientador de doutorado | Roger Penrose |
Lane P. Hughston (nascido em 24 de dezembro de 1951 em Corpus Christi, Texas) é um matemático americano .
Infância e educação
Lane P. Hughston nasceu em Corpus Christi, Texas, e foi criado em Dallas, Texas, onde estudou na JJ Pershing Elementary School, na Benjamin Franklin Junior High School e na Hillcrest High School. Ele é filho de Edward Wallace Hughston e Joan Palmer Hughston. Ele tem doutorado em matemática pela Universidade de Oxford , onde foi bolsista Rhodes e aluno de Roger Penrose .
Carreira
Após obter seu doutorado, ele obteve uma bolsa de pesquisa júnior no Wolfson College, Oxford , e depois foi bolsista e tutor em matemática aplicada no Lincoln College, Oxford .
Mais tarde, ele trabalhou como gerente de risco e engenheiro financeiro na Merrill Lynch , Londres, e depois como Professor de Matemática Financeira no King's College London , como Professor de Matemática no Imperial College London , como Professor de Matemática na Universidade de Brunel e como Professor de Matemática em Goldsmiths, Universidade de Londres .
Ele foi visitante na University of Texas em Austin , no King's College London , no Institute for Advanced Study , no Perimeter Institute for Theoretical Physics e no University College London .
Realizou trabalhos em relatividade geral , cosmologia , teoria dos twistores , mecânica quântica , mecânica estatística e finanças matemáticas .
Trabalhos publicados
- LP Hughston (1969) Multifluid Cosmologies , Astrophysical Journal, Vol 158, pp 987-989.
- LP Hughston & KC Jacobs (1970) Homogeneous Electromagnetic and Massive Vector Meson Fields in Bianchi Cosmologies , Astrophysical Journal, Vol 160, pp 147-152.
- LP Hughston & LC Shepley (1970) Anisotropic Multi-fluid Cosmologies with Hypersurface Orthogonal Velocity Fields , Astrophysical Journal, Vol 160, pp 333-336.
- LP Hughston (1971) Generalized Vaidya Metrics , International Journal of Theoretical Physics, Vol 4 (4), pp 267-271.
- LP Hughston, R. Penrose, P. Sommers & M. Walker (1972) On a Quadratic First Integral for the Charged Particle Orbits in the Charged Kerr Solution , Communications in Mathematical Physics, Vol 27 (4) pp 303-308.
- LP Hughston (1972) On an Einstein-Maxwell Field with a Null Source , in Methods of Local and Global Differential Geometry in General Relativity (D. Farnsworth, J. Fink, J. Porter & A. Thompson, eds) Lecture Notes in Physics 14, pp 121-125, Springer-Verlag.
- LP Hughston & PD Sommers (1973) Spacetimes with Killing Tensors , Communications in Mathematical Physics, Vol 32 (2), pp 147-152.
- LP Hughston & PD Sommers (1973) The Symmetries of Kerr Black Holes , Communications in Mathematical Physics, Vol 33 (2), 129-133.
- LP Hughston (1979) Some New Contour Integral Formulas , em Complex Manifold Techniques in Theoretical Physics (D. Lerner & PD Sommers, eds), Pitman, pp 115-125.
- LP Hughston (1979) Twistors and Particles , Springer Lecture Notes in Physics 97, Springer-Verlag. ISBN 978-3-540-09244-5 .
- LP Hughston & RS Ward, editores (1979) Advances in Twistor Theory , Pitman. ISBN 0-273-08448-8 .
- LP Hughston (1980) The Twistor Particle Program , Surveys in High Energy Physics, Vol 4, 310-332.
- LP Hughston & MC Sheppard (1980) On the Magnetic Moments of Hadrons , Reports on Mathematical Physics, Vol 18, 55-68.
- LP Hughston & TR Hurd (1981) A Cohomological Description of Massive Fields , Proc. Roy. Soc. Lond. A, Vol 378, pp 141-154.
- LP Hughston (1982) The Relativistic Oscillator , Proc. Roy. Soc. Lond. A, Vol 382, pp 459-466.
- LP Hughston & TR Hurd (1983) A Manifestly Conformally Covariant CP5 Integral Formula for Massless Fields , Physics Letters B, Vol 124, 362-364.
- LP Hughston & TR Hurd (1983) A Geometrical Approach to Bose and Fermi Statistics , Physics Letters B, Vol 127, 201–203.
- LP Hughston & TR Hurd (1983) A CP5 Calculus for Space-Time Fields , Physics Reports, Vol 100, 273-326.
- LP Hughston (1984) Why the Apple Falls , Times Higher Educational Supplement, No 620, p iii.
- LP Hughston (1985) The Tail of the Lion , Times Higher Educational Supplement, No 667, p 16.
- LP Hughston (1986) Entropy, Uncertainty, and Nonlinearity , em Quantum Concepts in Space and Time (CJ Isham & R. Penrose, eds) Oxford University Press, Capítulo 11, pp 174-181.
- LP Hughston (1986) Supertwistors and Superstrings , Nature, Vol 321, pp 381-382.
- LP Hughston (1986) Points in Space-Time , Times Higher Educational Supplement, No 715, p 20.
- LP Hughston & WT Shaw (1987) Real Classical Strings , Proc. Roy. Soc. Lond. A, Vol 414, pp 415-422.
- LP Hughston (1987) Applications of SO (8) Spinors , in Gravitation and Geometry: a volume em homenagem a Ivor Robinson (W. Rindler & A. Trautman, eds) Bibliopolis, Naples, pp 253-277.
- LP Hughston & WT Shaw (1987) Minimal Curves in Six Dimensions , Classical and Quantum Gravity, Vol 4, pp 869-892.
- LP Hughston & WT Shaw (1987) Classical Strings in Ten Dimensions , Proc. Roy. Soc. Lond. A, Vol 414}, pp 423–431.
- LP Hughston (1987) Remarks on Sommers 'Theorem , Classical and Quantum Gravity, Vol 4, pp 1809–1811.
- LP Hughston & WT Shaw (1988) Constraint Free Analysis of Relativistic Strings , Classical and Quantum Gravity, Vol 5, pp L69-72.
- LP Hughston (1988) Applications of Cartan Spinors to Differential Geometry in Higher Dimensions , in Spinors in Physics and Geometry (A. Trautman & G. Furlan, eds) World Scientific Press, pp 226-237.
- WJ Brooks & LP Hughston (1988) A Problem in Squash Strategy , The Mathematical Gazette, Vol 72, pp 92-95.
- LP Hughston & LJ Mason (1988) A Generalized Kerr-Robinson Theorem , Classical and Quantum Gravity, Vol 5, pp 275-285.
- LP Hughston & WT Shaw (1989) Spinor Parametrisations of Minimal Surfaces , em Mathematics of Surfaces III (DC Handscomb, ed) Oxford University Press, pp 359-372.
- LP Hughston (1989) So Great an Absurdity , Times Higher Educational Supplement}, No 875, p 19.
- LP Hughston (1989) Warrants cobertos: eles estão realmente cobertos? , The Treasurer, edição de novembro, pp 32-34.
- LP Hughston (1989) Time to Call on Japan's Warrant Idea , International Money Marketing, edição de dezembro, p 26.
- LP Hughston & WT Shaw (1990) Twistors and Strings, em Twistors in Mathematics and Physics (R. Baston & TN Bailey, eds) Cambridge University Press, Capítulo 12, pp 218–245.
- LP Hughston & KP Tod (1990) An Introduction to General Relativity , London Mathematical Society Student Texts 5, Cambridge University Press. ISBN 0-521-32705-9 .
- LJ Mason & LP Hughston, eds (1990) Further Advances in Twistor Theory, Volume I: The Penrose Transform and its Applications , Pitman Research Notes in Mathematics Series 231, Longman Scientific and Technical. ISBN 0-582-00466-7 .
- LP Hughston, R. Jozsa & WK Wootters (1993) A Complete Classification of Quantum Ensembles tendo uma matriz de densidade dada , Physics Letters A, Vol 183, pp 14-18.
- LP Hughston (1993) Financial Geometry: a New Angle on Risk , International Derivative Review, edição de setembro (SunGard Capital Markets), pp 11–14.
- B. Flesaker, LP Hughston, L. Schreiber & L. Sprung (1994) Taking All the Credit , Risk, Vol 7 (9), pp 104-108, reimpresso no Yearbook of Fixed Income Investing 1995 (JD Finnerty & MS Fridson, eds), Irwin Professional Publishing (1996).
- LP Hughston (1994) Financial Observables , International Derivative Review, edição de dezembro (SunGard Capital Markets), pp 11–14.
- LP Hughston (1995) Geometric Aspects of Quantum Mechanics , em Twistor Theory (SA Huggett, ed) Marcel Dekker, Capítulo 6, pp 59-79.
- LJ Mason, LP Hughston & PK Kobak, eds (1995) Further Advances in Twistor Theory, Volume II: Integrable Systems, Conformal Geometry, and Gravitation , Pitman Research Notes in Mathematics Series 232, Longman Scientific and Technical. ISBN 0-582-00465-9 .
- B. Flesaker & LP Hughston (1996) Positive Interest , Risk, Vol 9 (1), pp 46-49, reimpresso em Vasicek and Beyond (LP Hughston, ed) Risk Publications (1996) e Hedging with Trees (M. Broadie & P. Glasserman, eds) Risk Publications (1998).
- LP Hughston (1996) Geometry of Stochastic State Vector Reduction , Proc. Roy. Soc. Lond. A, Vol 452, pp 953–979.
- LP Hughston, ed (1996) Vasicek and Beyond: Approaches to Building and Applying Interest Rate Models , Risk Publications. ISBN 1-899332-50-2 .
- DC Brody e LP Hughston (1996) Geometria de Inferência Estatística Quântica , Physical Review Letters, Vol 77, pp 2851–2854.
- B. Flesaker & LP Hughston (1996) Positive Interest: Foreign Exchange , in Vasicek and Beyond (LP Hughston, ed) Risk Publications, Capítulo 22, pp 351-367.
- LP Hughston (1996) Precificação de Derivativos de Crédito , IFR Financial Derivatives and Risk Management, Issue 5, pp 11–16.
- DC Brody & LP Hughston (1997) Generalized Heisenberg Relations for Quantum Statistical Estimation , Physics Letters A, Vol 236, pp 257-262.
- B. Flesaker & LP Hughston (1997) Exotic Interest Rate Options , in Exotic Options: the State of the Art (L. Clewlow & C. Strickland, eds) International Thompson Publishing, Capítulo 9, pp 209-227.
- B. Flesaker & LP Hughston (1997) Modelos Internacionais para Taxas de Juros e Câmbio , Exposição Líquida, Edição 3, pp 55-79, reimpresso em The New Interest Rate Models (LP Hughston, ed) Risk Publications (2000), Capítulo 13 , pp 217-236.
- B. Flesaker & LP Hughston (1997) Dynamic Models of Yield Curve Evolution , in Mathematics of Derivative Securities (MAH Dempster & SR Pliska, eds) Cambridge University Press, Capítulo 17, pp 294-314.
- LP Hughston (1997) Financial Calculus , Risk, Vol 10 (3), pp 63-64.
- LP Hughston (1998) Inflation Derivatives , documento de trabalho, Merrill Lynch e King's College London.
- DC Brody & LP Hughston (1998) Geometry of Thermodynamic States , Physics Letters A, Vol 245, 73-78.
- DC Brody & LP Hughston (1998) Statistical Geometry in Quantum Mechanics , Proc. Roy. Soc. Lond. A, Vol 454, pp 2445–2475.
- B. Flesaker & LP Hughston (1998) Positive Interest: an Afterword , in Hedging with Trees: Advances in Pricing and Risk Management Derivatives (M. Broadie & P. Glasserman, eds) Risk Publications, pp 120-124.
- DC Brody & LP Hughston (1998) The Quantum Canonical Ensemble , Journal of Mathematical Physics, Vol. 39, 6502–6508.
- DC Brody & LP Hughston (1998) Modelos geométricos para inferência estatística quântica , no universo geométrico: ciência, geometria e o trabalho de Roger Penrose (SA Huggett, LJ Mason, KP Tod, ST Tsou & NMJ Woodhouse, eds) Universidade de Oxford Press, Capítulo 18, pp 265-276.
- LP Hughston, P. Nurowski & D. Robinson (1999) Extensions of Bundles of Null Directions , Classical and Quantum Gravity, Vol 16, pp 255-279.
- LP Hughston, ed (1999) Options: Classic Approaches to Price and Modeling , Risk Publications. ISBN 1-899332-669 .
- DC Brody & LP Hughston (1999) Thermalisation of Quantum States , Journal of Mathematical Physics, Vol 40, pp 12-18.
- P. Balland & LP Hughston (1999) The Sticky Delta Model , Derivative Week, Learning Curve, edição de 1 de novembro.
- TR Field e LP Hughston (1999) The Geometry of Coherent States , Journal of Mathematical Physics, Vol 40, pp 2568–2583.
- DC Brody & LP Hughston (1999) Geometrisation of Statistical Mechanics , Proc. Roy. Soc. Lond. A, Vol 455, pp 1683–1715.
- P. Balland & LP Hughston (2000) Markov Model Consistent with Caplet Smile , International Journal of Theoretical and Applied Finance, Vol 3, pp 161-181.
- LP Hughston (2000) Not for the Fainted-Hearted , Risk, Vol 13 (2), p 59.
- DC Brody & LP Hughston (2000) The Information Content of a Quantum State , Journal of Mathematical Physics, Vol 41, pp 2586–2592.
- LP Hughston & SM Turnbull (2000) Credit Derivatives Made Simple , Risk, Vol 13 (10), pp 36-43, reimpresso em Credit Risk Modeling, The Cutting Edge Collection (M. Gordy, ed) Risk Books (2003). Tradução japonesa (DC Brody) em Risk Japan, Vol. 1, (1), pp 50–54 (2001).
- LP Hughston, ed (2000) Os Novos Modelos de Taxa de Juro: Desenvolvimentos Recentes na Teoria e Aplicação da Dinâmica da Curva de Rendimento , Publicações de Risco. ISBN 1-899-332-97-9 .
- DC Brody & LP Hughston (2001) Taxas de juros e geometria da informação , Proc. Roy. Soc. Lond. A, Vol 457, pp 1343–1363.
- LP Hughston & SM Turnbull (2001) Risco de Crédito: Construindo os Blocos de Construção Básica , Notas Econômicas, Vol 30, pp 281-292.
- DC Brody & LP Hughston (2001) Geometric Quantum Mechanics , Journal of Geometry and Physics, Vol 38, pp 19-53.
- P. Sollich, A. Coolen, LP Hughston & RF Streater, eds (2001) Disordered and Complex Systems , American Institute of Physics. ISBN 1-56396-983-1 .
- SA Adler, DC Brody, TA Brun & LP Hughston (2001) Martingale Models for Quantum State Reduction , Journal of Physics A, Vol 34, pp 8795–8820.
- LJ Mason, LP Hughston, PK Kobak & K. Pulverer, eds (2001) Further Advances in Twistor Theory, Volume III: Curved Twistor Spaces , Research Notes in Mathematics 424, Chapman e Hall / CRC. ISBN 1-58488-047-3 .
- DC Brody & LP Hughston (2001) Applications of Information Geometry to Interest Rate Theory , in Disordered and Complex Systems (P. Sollich, A. Coolen, LP Hughston & RF Streater, eds) AIP Conference Proceedings, Vol 553, pp 281-288 .
- LP Hughston & M. Zervos (2001) Martingale Approach to the Real Options , in Disordered and Complex Systems (P. Sollich, A. Coolen, LP Hughston & RF Streater, eds) AIP Conference Proceedings, Vol 553, pp 325– 330
- DC Brody & LP Hughston (2002) Entropy and Information in the Interest Rate Term Structure , Quantitative Finance, Vol 2, pp 70–80.
- LP Hughston (2002) Symbolic Meaning for Numbers , GARP Risk Review, Issue 7, p 41.
- DC Brody & LP Hughston (2002) Efficient Simulation of Quantum State Reduction , Journal of Mathematical Physics, Vol 43, pp 5254–5261.
- DC Brody & LP Hughston (2002) Stochastic Reduction Models in Nonlinear Quantum Mechanics , Proc. Roy. Soc. Lond. A, Vol 458, pp 1117-1127.
- LP Hughston (2003) The Past, Present, and Future of Term Structure Modeling , in Modern Risk Management: a History (P. Field, introdução) Risk Publications, Capítulo 7, pp 107-132.
- DC Brody, LP Hughston & J. Syroka (2003) Relaxation of Quantum States under Energy Perturbations , Proc. Roy. Soc. Lond. A, Vol 459, pp 2297-2316.
- DC Brody & LP Hughston (2004) Chaos and Coherence: a New Framework for Interest Rate Modeling , Proc. Roy. Soc. Lond. A, Vol 460, pp 85-110.
- LP Hughston & A. Rafailidis (2005) A Chaotic Approach to Interest Rate Modeling , Finance and Stochastics, Vol 9, pp 43-65.
- DC Brody & LP Hughston (2005) Finite-Time Stochastic Reduction Models , Journal of Mathematical Physics, Vol 46, 082101: 1-7.
- DC Brody & LP Hughston (2005) Theory of Quantum Space-Time , Proc. Roy. Soc. Lond. A, Vol 462, pp 2679–2699.
- DC Brody & LP Hughston (2005) Twistor Cosmology and Quantum Space-Time , in Fundamental Interactions and Twistor-Like Methods (J. Lukierski & D. Sorokin, eds), AIP Conference Proceedings, Vol 767, pp 57-95.
- DC Brody & LP Hughston (2006) Quantum Noise and Stochastic Reduction , Journal of Physics A, Vol 39 (4), pp 833–876.
- DC Brody, IC Constantinou, JDC Dear & LP Hughston (2006) Exactly Solvable Quantum State Reduction Models with Time-Dependent Coupling , Journal of Physics A, Vol 39 (35), pp 11029-11051.
- AL Bronstein, LP Hughston, MR Pistorius & M. Zervos (2006) Discretionary Stopping of One-Dimensional Ito Diffusions with a Staircase Reward Function , Journal of Applied Probability, Vol 43, pp 984-996.
- DC Brody & LP Hughston (2006) Quantum States and Space-Time Causality , em Proceedings of the Second International Symposium on Information Geometry and its Applications , University of Tokyo, Japan.
- DC Brody, DW Hook & LP Hughston (2007) Unitarity, Ergodicity, and Quantum Thermodynamics , Journal of Physics A, Vol 40, 503–509.
- DC Brody, DW Hook & LP Hughston (2007) On Quantum Microcanonical Equilibrium , Journal of Physics: Conference Series, Vol 67, 012025: 1-7.
- DC Brody, DW Hook & LP Hughston (2007) Quantum Phase Transitions without Thermodynamic Limits , Proc. Roy. Soc. Lond. A, Vol 463, pp 2021–2030.
- DC Brody, LP Hughston & A. Macrina (2007) Beyond Hazard Rates: a New Framework for Credit Risk Modeling , in Advances in Mathematical Finance (M. Fu, R. Jarrow, Ju-Yi Yen & R. Elliott, eds) Birkhauser , pp 231-257.
- DC Brody, A. Gustavsson & LP Hughston (2007) Entanglement of Three-Qubit Geometry , Journal of Physics: Conference Series, Vol 67, 012044: 1-6.
- DC Brody, LP Hughston & A. Macrina (2008) Precificação de ativos com base em informações , International Journal of Theoretical and Applied Finance, Vol 11 (1), pp 107–142.
- LP Hughston & A. Macrina (2008) Information, Inflation, and Interest , in Advances in Mathematics of Finance (L. Stettner, ed), Banach Centre Publications, Vol 83, pp 117-138.
- DC Brody, A. Gustavsson & LP Hughston (2008) Symplectic Approach to Quantum Constraints , Journal of Physics A, Vol 41, 475301.
- DC Brody, LP Hughston & A. Macrina (2008) Dam Rain and Cumulative Gain , Proc. Roy. Soc. Lond. A, Vol 464, pp 1801-1822.
- DC Brody, A. Gustavsson & LP Hughston (2009) Metric Approach to Quantum Constraints , Journal of Physics A, Vol 42, 295303.
- DC Brody, MHA Davis, RL Friedman & LP Hughston (2009) Informed Traders , Proc. Roy. Soc. Lond. A, Vol 465, pp 1103-1122.
- DC Brody, A. Gustavsson & LP Hughston (2010) Nonlinearity and Constrained Quantum Motion , Journal of Physics A, Vol 43, 082003.
- DC Brody, LP Hughston & M. Parry (2010) Effects of Quantum Entanglement in Phase Transitions , Physics Letters A, Vol 374, pp 2424-2428.
- DC Brody, LP Hughston & A. Macrina (2010) Credit Risk, Market Sentiment and Randomly-Timed Default , in Stochastic Analysis in 2010 (D. Crisan, ed) Springer-Verlag, pp 267-280.
- LP Hughston & A. Macrina (2010) Discrete-Time Interest-Rate Modeling , in Progress in Analysis and its Applications (M. Ruzhansky & J. Wirth, eds), World Scientific Publishing Company.
- E. Hoyle, LP Hughston & A. Macrina (2011) Lévy Random Bridges and the Modeling of Financial Information , Stochastic Processes and their Applications, Vol 121, pp 856-884.
- DC Brody, LP Hughston & A. Macrina (2011) Modeling Information Flows in Financial Markets , in Advanced Mathematical Methods for Finance, (G. Di Nunno & B. Oksendal, eds), Springer-Verlag, Capítulo 5, pp 133-153 .
- LP Hughston & F. Mina (2012) On the Representation of General Interest Rate Models como Square-Integrable Wiener Functionals , in Recent Advances in Financial Engineering 2011 (Y. Muromachi, H. Nakaoka & A. Takahashi, eds) World Scientific Publishing Company , pp 1-20.
- LP Hughston & A. Macrina (2012) Pricing Fixed-Income Securities in an Information-Based Framework , Applied Mathematical Finance, Vol 19 (4), pp 361-379.
- DC Brody, LP Hughston & E. Mackie (2012) Rational Term Structure Models with Geometric Lévy Martingales , Stochastics, Vol 84, 719-740.
- D. Filipovic, LP Hughston & A. Macrina (2012) Modelos de densidade condicional para precificação de ativos , International Journal of Theoretical and Applied Finance, Vol 15 (1), 1250002: 1-24.
- DC Brody, LP Hughston & E. Mackie (2012) General Theory of Geometric Lévy Models for Dynamic Asset Pricing , Proc. Roy. Soc. Lond. A, Vol 468, pp 1778-1798.
- MR Grasselli & LP Hughston, editores (2013) Finance at Fields , World Scientific Publishing Company. ISBN 978-981-4407-88-5 .
- DC Brody & LP Hughston (2013) Lévy Information and the Aggregation of Risk Aversion , Proc. Roy. Soc. Lond. A, Vol 469, 20130024: 1-19.
- DC Brody, LP Hughston & X. Yang (2013) Signal Processing with Lévy Information , Proc. Roy. Soc. Lond. A, Vol 469, 20120433.
- LP Hughston (2014) Prefácio , em Quant of the Year 2000-2014: All the Award-Winning Papers (A. Lipton, ed) Risk Books, pp xvii-xviii.
- DC Brody & LP Hughston (2015) Universal Quantum Measurements , Journal of Physics: Conference Series, Vol 624, 012002: 1-13.
- E. Hoyle, LP Hughston & A. Macrina (2015) Stable-1/2 Bridges and Insurance , em Advances in Mathematics of Finance (A. Palczewski & L. Stettner, eds), Banach Center Publications, Vol 104, pp 95– 120
- DC Brody, LP Hughston & DM Meier (2015) Fragile Entanglement Statistics , Journal of Physics A, Vol 48, 425301: 1-15.
- CM Bender, DC Brody, LP Hughston & BK Meister (2016) Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics , in Non-Hermitian Hamiltonians in Quantum Physics (F. Bagarello, R. Passante & C. Trapani, eds), Springer Proceedings in Physics, Vol 184, pp 185–199.
- DC Brody & LP Hughston (2016) Thermodynamics of Quantum Heat Bath , Journal of Physics A, Vol 49, 425302: 1-25.
- LP Hughston & SM Salamon (2016) Surveying Points in the Complex Projective Plane , Advances in Mathematics, Vol 286, pp 1017–1052.
- DC Brody & LP Hughston (2018) Social Discounting and the Long Rate of Interest , Mathematical Finance, Vol 28, pp 306-334.
- DC Brody, LP Hughston & DM Meier (2018) Lévy-Vasicek Models and the Long-Bond Return Process , International Journal of Theoretical and Applied Finance, Vol 21 (3), 1850026: 1-26.
- DC Brody & LP Hughston (2018) Quantum State Reduction , in Collapse of the Wave Function: Models, Ontology, Origin, and Implications (S. Gao, ed), Cambridge University Press, pp 47-74.
- G. Bouzianis & LP Hughston (2019) Determination of the Lévy Exponent in Asset Pricing Models , International Journal of Theoretical and Applied Finance, Vol 22 (1), 1850008: 1-18.
- DC Brody, LP Hughston & BK Meister (2020) Theory of Cryptocurrency Interest Rates , SIAM Journal on Financial Mathematics, Vol 11 (1), pp 148-168.
- LP Hughston & L. Sánchez-Betancourt (2020) Preços com Variance Gamma Information , Risks, Vol 8 (4), 105: 1-22. https://doi.org/10.3390/risks8040105 .
- G. Bouzianis & LP Hughston (2020) Optimal Hedging in Incomplete Markets , Applied Mathematical Finance, Vol 27 (4), pp 265-287.
- G. Bouzianis, LP Hughston, S. Jaimungal & L. Sánchez-Betancourt (2021) Lévy-Ito Models in Finance , Probability Surveys, Vol 18, pp 132-178.
- DC Brody & LP Hughston (2021) Quantum Measurement of Space-Time Events , Journal of Physics A, Vol 54, 235304: 1-20. https://doi.org/10.1088/1751-8121/abfac6 .