273:
147:
Lane P. Hughston was born in Corpus
Christi, Texas, and raised in Dallas, Texas, where he attended J. J. Pershing Elementary School, Benjamin Franklin Junior High School, and
1701:
1706:
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230:
1031:
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625:. Working paper, Merrill Lynch. Presented at the 29th Conference of the Western Finance Association, Santa Fe, New Mexico, 22 June 1994.
936:
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994:
972:
717:
680:
608:
593:
380:
842:(S. A. Huggett, L. J. Mason, K. P. Tod, S. T. Tsou & N. M. J. Woodhouse, eds) Oxford University Press, Chapter 18, pp 265–276.
861:
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92:
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218:
226:
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328:(D. Farnsworth, J. Fink, J. Porter & A. Thompson, eds) Lecture Notes in Physics 14, pp 121–125, Springer-Verlag.
1019:(P. Sollich, A. Coolen, L. P. Hughston & R. F. Streater, eds) AIP Conference Proceedings, Vol 553, pp 325–330.
1008:(P. Sollich, A. Coolen, L. P. Hughston & R. F. Streater, eds) AIP Conference Proceedings, Vol 553, pp 281–288.
234:
151:. He is the son of Edward Wallace Hughston and Joan Palmer Hughston. In 1969 took first place in the nationwide
924:(M. Gordy, ed) Risk Books (2003). Japanese translation (D. C. Brody) in Risk Japan, Vol 1, (1), pp 50–54 (2001).
207:
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61:
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108:
100:
1691:
1392:(F. Bagarello, R. Passante & C. Trapani, eds), Springer Proceedings in Physics, Vol 184, pp 185–199.
261:
45:
929:
The New
Interest Rate Models: Recent Developments in the Theory and Application of Yield Curve Dynamics
673:
Further
Advances in Twistor Theory, Volume II: Integrable Systems, Conformal Geometry, and Gravitation
1696:
276:
over the period 2007 to 2022, the final year being as co-Editor-in-Chief alongside M. R. Grasselli.
265:
156:
82:
78:
257:
241:
1648:
1288:(Y. Muromachi, H. Nakaoka & A. Takahashi, eds) World Scientific Publishing Company, pp 1–20.
785:(M. A. H. Dempster & S. R. Pliska, eds) Cambridge University Press, Chapter 17, pp 294–314.
763:(L. Clewlow & C. Strickland, eds) International Thompson Publishing, Chapter 9, pp 209–227.
1611:
1489:
1324:
1136:
Proceedings of the Second
International Symposium on Information Geometry and its Applications
990:
968:
932:
857:
713:
676:
604:
589:
376:
361:
253:
1282:
On the
Representation of General Interest Rate Models as Square-Integrable Wiener Functionals
115:
315:
On a
Quadratic First Integral for the Charged Particle Orbits in the Charged Kerr Solution
1637:
1506:(D. C. Brody, L. P. Hughston & A. Macrina, eds), World Scientific Publishing Company.
1125:
Discretionary
Stopping of One-Dimensional Ito Diffusions with a Staircase Reward Function
1626:
601:
Further
Advances in Twistor Theory, Volume I: The Penrose Transform and its Applications
1650:
International
Journal of Theoretical and Applied Finance, Vol 26, No 1, 2301001 (2023)
1374:(A. Palczewski & L. Stettner, eds), Banach Center Publications, Vol 104, pp 95–120.
650:. Working paper, Merrill Lynch. Presented at the Cambridge Finance Forum, 4 March 1994.
632:, International Derivative Review, September issue (SunGard Capital Markets), pp 11–14.
581:(R. Baston & T. N. Bailey, eds) Cambridge University Press, Chapter 12, pp 218–245.
249:
160:
657:, International Derivative Review, December issue (SunGard Capital Markets), pp 11–14.
1660:
1438:, International Journal of Theoretical and Applied Finance, Vol 22 (1), 1850008:1-18.
1420:, International Journal of Theoretical and Applied Finance, Vol 21 (3), 1850026:1-26.
1309:, International Journal of Theoretical and Applied Finance, Vol 15 (1), 1250002:1-24.
675:, Pitman Research Notes in Mathematics Series 232, Longman Scientific and Technical.
603:, Pitman Research Notes in Mathematics Series 231, Longman Scientific and Technical.
195:
164:
136:
120:
1106:(J. Lukierski & D. Sorokin, eds), AIP Conference Proceedings, Vol 767, pp 57–95.
457:(C. J. Isham & R. Penrose, eds) Oxford University Press, Chapter 11, pp 174–181.
1184:, International Journal of Theoretical and Applied Finance, Vol 11 (1), pp 107–142.
269:
294:
Homogeneous
Electromagnetic and Massive Vector Meson Fields in Bianchi Cosmologies
1544:
Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement
648:
Stochastic Differential Geometry, Financial Modelling, and Arbitrage-Free Pricing
1525:
643:(J. D. Finnerty & M. S. Fridson, eds), Irwin Professional Publishing (1996).
301:
Anisotropic Multi-fluid Cosmologies with Hypersurface Orthogonal Velocity Fields
1466:
G. Bouzianis, L. P. Hughston, S. Jaimungal & L. Sánchez-Betancourt (2021)
899:, International Journal of Theoretical and Applied Finance, Vol 3, pp 161–181.
1277:(G. Di Nunno & B. Oksendal, eds), Springer-Verlag, Chapter 5, pp 133–153.
1558:
1536:
1170:(M. Fu, R. Jarrow, Ju-Yi Yen & R. Elliott, eds) Birkhauser, pp 231–257.
1118:
Exactly Solvable Quantum State Reduction Models with Time-Dependent Coupling
710:
Vasicek and Beyond: Approaches to Building and Applying Interest Rate Models
616:
A Complete Classification of Quantum Ensembles having a Given Density Matrix
522:
Applications of Cartan Spinors to Differential Geometry in Higher Dimensions
245:
1547:
1514:
1478:
1116:
D. C. Brody, I. C. Constantinou, J. D. C. Dear & L. P. Hughston (2006)
588:, London Mathematical Society Student Texts 5, Cambridge University Press.
416:
A Manifestly Conformally Covariant CP5 Integral Formula for Massless Fields
1535:, International Journal of Theoretical and Applied Finance, 2350030:1-33.
1429:
Collapse of the Wave Function: Models, Ontology, Origin, and Implications
1386:
Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics
1259:(M. Ruzhansky & J. Wirth, eds), World Scientific Publishing Company.
1219:
D. C. Brody, M. H. A. Davis, R. L. Friedman & L. P. Hughston (2009)
1123:
A. L. Bronstein, L. P. Hughston, M. R. Pistorius & M. Zervos (2006)
985:
L. J. Mason, L. P. Hughston, P. K. Kobak & K. Pulverer, eds (2001)
840:
The Geometric Universe: Science, Geometry, and the Work of Roger Penrose
1453:
963:
P. Sollich, A. Coolen, L. P. Hughston & R. F. Streater, eds (2001)
326:
Methods of Local and Global Differential Geometry in General Relativity
179:
After completing his doctorate he held a Junior Research Fellowship at
774:(L. P. Hughston, ed) Risk Publications (2000), Chapter 13, pp 217–236.
623:
Contingent Claim Replication in Continuous Time with Transaction Costs
528:(A. Trautman & G. Furlan, eds) World Scientific Press, pp 226–237.
310:, International Journal of Theoretical Physics, Vol 4 (4), pp 267–271.
1504:
Financial Informatics: An Information-Based Approach to Asset Pricing
1486:
Financial Informatics: An Information-Based Approach to Asset Pricing
1384:
C. M. Bender, D. C. Brody, L. P. Hughston & B. K. Meister (2016)
987:
Further Advances in Twistor Theory, Volume III: Curved Twistor Spaces
822:
Hedging with Trees: Advances in Pricing and Risk Managing Derivatives
824:(M. Broadie & P. Glasserman, eds) Risk Publications, pp 120–124.
489:(W. Rindler & A. Trautman, eds) Bibliopolis, Naples, pp 253–277.
1266:, Stochastic Processes and their Applications, Vol 121, pp 856–884.
750:
Generalised Heisenberg Relations for Quantum Statistical Estimation
745:, IFR Financial Derivatives and Risk Management, Issue 5, pp 11–16.
1195:(L. Stettner, ed), Banach Center Publications, Vol 83, pp 117–138.
1060:(P. Field, introduction) Risk Publications, Chapter 7, pp 107–132.
49:
1531:
G. Bouzianis, L. P. Hughston & L. Sánchez-Betancourt (2024)
1314:
General Theory of Geometric Lévy Models for Dynamic Asset Pricing
1293:
Pricing Fixed-Income Securities in an Information-Based Framework
978:
S. A. Adler, D. C. Brody, T. A. Brun & L. P. Hughston (2001)
635:
B. Flesaker, L. P. Hughston, L. Schreiber & L. Sprung (1994)
335:, Communications in Mathematical Physics, Vol 32 (2), pp 147–152.
1445:, SIAM Journal on Financial Mathematics, Vol 11 (1), pp 148–168.
1072:
Chaos and Coherence: a New Framework for Interest Rate Modelling
577:
L. P. Hughston & W. T. Shaw (1990) Twistors and Strings, in
317:, Communications in Mathematical Physics, Vol 27 (4) pp 303–308.
183:, and then was Darby Fellow and Tutor in Applied Mathematics at
135:(born 24 December 1951 in Corpus Christi, Texas) is an American
738:(L. P. Hughston, ed) Risk Publications, Chapter 22, pp 351–367.
698:(M. Broadie & P. Glasserman, eds) Risk Publications (1998).
1363:, Journal of Physics: Conference Series, Vol 624, 012002:1-13.
1300:
Rational Term Structure Models with Geometric Lévy Martingales
1264:
Lévy Random Bridges and the Modelling of Financial Information
1164:
Beyond Hazard Rates: a New Framework for Credit Risk Modelling
342:, Communications in Mathematical Physics, Vol 33 (2), 129–133.
313:
L. P. Hughston, R. Penrose, P. Sommers & M. Walker (1972)
1524:, Journal of Mathematics and Music, Vol 18 (2), pp 173-202.
1177:, Journal of Physics: Conference Series, Vol 67, 012044:1-6.
487:
Gravitation and Geometry: a volume in honour of Ivor Robinson
1557:, International Journal of Theoretical and Applied Finance,
1152:, Journal of Physics: Conference Series, Vol 67, 012025:1-7.
1002:
Applications of Information Geometry to Interest Rate Theory
768:
International Models for Interest Rates and Foreign Exchange
1024:
Entropy and Information in the Interest Rate Term Structure
989:, Research Notes in Mathematics 424, Chapman and Hall/CRC.
671:
L. J. Mason, L. P. Hughston & P. K. Kobak, eds (1995)
1436:
Determination of the Lévy Exponent in Asset Pricing Models
1047:
Stochastic Reduction Models in Nonlinear Quantum Mechanics
553:(D. C. Handscomb, ed) Oxford University Press, pp 359–372.
360:, Springer Lecture Notes in Physics 97, Springer-Verlag.
272:. Hughston served for sixteen years as Editor-in-Chief at
1484:
D. C. Brody, L. P. Hughston & A. Macrina, eds (2022)
1354:
Quant of the Year 2000-2014: All the Award-Winning Papers
1054:
The Past, Present, and Future of Term Structure Modelling
799:. Working paper, Merrill Lynch and King's College London.
353:(D. Lerner & P. D. Sommers, eds), Pitman, pp 115–125.
1242:
Credit Risk, Market Sentiment and Randomly-Timed Default
1042:, Journal of Mathematical Physics, Vol 43, pp 5254–5261.
913:, Journal of Mathematical Physics, Vol 41, pp 2586–2592.
885:, Journal of Mathematical Physics, Vol 40, pp 2568–2583.
274:
International Journal of Theoretical and Applied Finance
1463:, Applied Mathematical Finance, Vol 27 (4), pp 265–287.
1441:
D. C. Brody, L. P. Hughston & B. K. Meister (2020)
1295:, Applied Mathematical Finance, Vol 19 (4), pp 361–379.
1226:
D. C. Brody, A. Gustavsson & L. P. Hughston (2010)
1212:
D. C. Brody, A. Gustavsson & L. P. Hughston (2009)
1198:
D. C. Brody, A. Gustavsson & L. P. Hughston (2008)
1173:
D. C. Brody, A. Gustavsson & L. P. Hughston (2007)
1065:
Relaxation of Quantum States under Energy Perturbations
668:(S. A. Huggett, ed) Marcel Dekker, Chapter 6, pp 59–79.
1157:
Quantum Phase Transitions without Thermodynamic Limits
1088:, Journal of Mathematical Physics, Vol 46, 082101:1-7.
1029:
L. P. Hughston (2002) "Symbolic Meaning for Numbers",
831:, Journal of Mathematical Physics, Vol. 39, 6502–6508.
574:, International Money Marketing, December issue, p 26.
1555:
Brief Synopsis of the Scientific Career of T. R. Hurd
1416:
D. C. Brody, L. P. Hughston & D. M. Meier (2018)
1377:
D. C. Brody, L. P. Hughston & D. M. Meier (2015)
1336:
Lévy Information and the Aggregation of Risk Aversion
1305:
D. Filipovic, L. P. Hughston & A. Macrina (2012)
1148:
D. C. Brody, D. W. Hook & L. P. Hughston (2007)
1127:, Journal of Applied Probability, Vol 43, pp 984–996.
845:
L. P. Hughston, P. Nurowski & D. Robinson (1999)
614:
L. P. Hughston, R. Jozsa & W. K. Wootters (1993)
510:, Classical and Quantum Gravity, Vol 4, pp 1809–1811.
1418:
Lévy-Vasicek Models and the Long-Bond Return Process
1269:
D. C. Brody, L. P. Hughston & A. Macrina (2011)
1240:
D. C. Brody, L. P. Hughston & A. Macrina (2010)
1235:
Effects of Quantum Entanglement in Phase Transitions
1205:
D. C. Brody, L. P. Hughston & A. Macrina (2008)
1180:
D. C. Brody, L. P. Hughston & A. Macrina (2008)
1162:
D. C. Brody, L. P. Hughston & A. Macrina (2007)
1155:
D. C. Brody, D. W. Hook & L. P. Hughston (2007)
1141:
D. C. Brody, D. W. Hook & L. P. Hughston (2007)
1120:, Journal of Physics A, Vol 39 (35), pp 11029–11051.
960:, Journal of Geometry and Physics, Vol 38, pp 19–53.
878:, Derivative Week, Learning Curve, 1 November issue.
871:, Journal of Mathematical Physics, Vol 40, pp 12–18.
854:
Options: Classic Approaches to Pricing and Modelling
849:, Classical and Quantum Gravity, Vol 16, pp 255–279.
1542:L. P. Hughston & L. Sánchez-Betancourt (2024)
1431:(S. Gao, ed), Cambridge University Press, pp 47–74.
1312:D. C. Brody, L. P. Hughston & E. Mackie (2012)
1298:D. C. Brody, L. P. Hughston & E. Mackie (2012)
1063:D. C. Brody, L. P. Hughston & J. Syroka (2003)
951:
Credit Risk: Constructing the Basic Building Blocks
694:(L. P. Hughston, ed) Risk Publications (1996), and
560:, Times Higher Education Supplement}, No 875, p 19.
542:, Classical and Quantum Gravity, Vol 5, pp 275–285.
496:, Classical and Quantum Gravity, Vol 4, pp 869–892.
439:, Times Higher Education Supplement, No 620, p iii.
423:
A Geometrical Approach to Bose and Fermi Statistics
167:. While he was a student at Oxford he was based at
114:
88:
74:
57:
28:
21:
1448:L. P. Hughston & L. Sánchez-Betancourt (2020)
1338:, Proc. Roy. Soc. Lond. A, Vol 469, 20130024:1-19.
1233:D. C. Brody, L. P. Hughston & M. Parry (2010)
1013:Martingale Approach to the Pricing of Real Options
922:Credit Risk Modelling, The Cutting Edge Collection
836:Geometric Models for Quantum Statistical Inference
517:, Classical and Quantum Gravity, Vol 5, pp L69-72.
471:, Times Higher Education Supplement, No 715, p 20.
446:, Times Higher Education Supplement, No 667, p 16.
351:Complex Manifold Techniques in Theoretical Physics
198:, London, and then as professor of mathematics at
190:Later, Hughston worked as a financial engineer at
1498:D. C. Brody, L. P. Hughston & X. Yang (2022)
1406:, Advances in Mathematics, Vol 286, pp 1017–1052.
1366:E. Hoyle, L. P. Hughston & A. Macrina (2015)
1341:D. C. Brody, L. P. Hughston & X. Yang (2013)
1319:M. R. Grasselli & L. P. Hughston, eds (2013)
1316:, Proc. Roy. Soc. Lond. A, Vol 468, pp 1778–1798.
1262:E. Hoyle, L. P. Hughston & A. Macrina (2011)
1223:, Proc. Roy. Soc. Lond. A, Vol 465, pp 1103–1122.
1209:, Proc. Roy. Soc. Lond. A, Vol 464, pp 1801–1822.
1159:, Proc. Roy. Soc. Lond. A, Vol 463, pp 2021–2030.
1143:Unitarity, Ergodicity, and Quantum Thermodynamics
1104:Fundamental Interactions and Twistor-Like Methods
1095:, Proc. Roy. Soc. Lond. A, Vol 462, pp 2679–2699.
1067:, Proc. Roy. Soc. Lond. A, Vol 459, pp 2297–2316.
1049:, Proc. Roy. Soc. Lond. A, Vol 458, pp 1117–1127.
946:, Proc. Roy. Soc. Lond. A, Vol 457, pp 1343–1363.
892:, Proc. Roy. Soc. Lond. A, Vol 455, pp 1683–1715.
813:, Proc. Roy. Soc. Lond. A, Vol 454, pp 2445–2475.
397:, Reports on Mathematical Physics, Vol 18, 55–68.
390:, Surveys in High Energy Physics, Vol 4, 310–332.
1411:Social Discounting and the Long Rate of Interest
1404:Surveying Points in the Complex Projective Plane
1271:Modelling Information Flows in Financial Markets
770:, Net Exposure, Issue 3, pp 55–79, reprinted in
727:, Physical Review Letters, Vol 77, pp 2851–2854.
515:Constraint Free Analysis of Relativistic Strings
503:, Proc. Roy. Soc. Lond. A, Vol 414}, pp 423–431.
155:. He holds a doctorate in mathematics from the
1113:, Journal of Physics A, Vol 39 (4), pp 833–876.
1040:Efficient Simulation of Quantum State Reduction
705:, Proc. Roy. Soc. Lond. A, Vol 452, pp 953–979.
478:, Proc. Roy. Soc. Lond. A, Vol 414, pp 415–422.
411:, Proc. Roy. Soc. Lond. A, Vol 382, pp 459–466.
404:, Proc. Roy. Soc. Lond. A, Vol 378, pp 141–154.
322:On an Einstein-Maxwell Field with a Null Source
1513:, Journal of Physics A, Vol 56, 125303:1-27.
1477:, Journal of Physics A, Vol 54, 235304:1-20.
1074:, Proc. Roy. Soc. Lond. A, Vol 460, pp 85–110.
1546:, Journal of Physics A, Vol 57, 285302:1-28.
1526:https://doi.org/10.1080/17459737.2023.2228546
1511:Lévy Models for Collapse of the Wave Function
1399:, Journal of Physics A, Vol 49, 425302:1-25.
1390:Non-Hermitian Hamiltonians in Quantum Physics
1345:, Proc. Roy. Soc. Lond. A, Vol 469, 20120433.
1286:Recent Advances in Financial Engineering 2011
1079:A Chaotic Approach to Interest Rate Modelling
982:, Journal of Physics A, Vol 34, pp 8795–8820.
980:Martingale Models for Quantum State Reduction
920:, Risk, Vol 13 (10), pp 36–43, reprinted in
703:Geometry of Stochastic State Vector Reduction
599:L. J. Mason & L. P. Hughston, eds (1990)
535:, The Mathematical Gazette, Vol 72, pp 92–95.
402:A Cohomological Description of Massive Fields
303:, Astrophysical Journal, Vol 160, pp 333–336.
296:, Astrophysical Journal, Vol 160, pp 147–152.
289:, Astrophysical Journal, Vol 158, pp 987–989.
8:
1553:M. R. Grasselli & L. P. Hughston (2024)
1522:Mathematical Foundations of Complex Tonality
1381:, Journal of Physics A, Vol 48, 425301:1-15.
1307:Conditional Density Models for Asset Pricing
1248:(D. Crisan, ed) Springer-Verlag, pp 267–280.
639:, Risk, Vol 7 (9), pp 104–108, reprinted in
371:L. P. Hughston & R. S. Ward, eds (1979)
1413:, Mathematical Finance, Vol 28, pp 306–334.
1237:, Physics Letters A, Vol 374, pp 2424–2428.
1228:Nonlinearity and Constrained Quantum Motion
1081:, Finance and Stochastics, Vol 9, pp 43–65.
949:L. P. Hughston & S. M. Turnbull (2001)
916:L. P. Hughston & S. M. Turnbull (2000)
547:Spinor Parametrisations of Minimal Surfaces
393:L. P. Hughston & M. C. Sheppard (1980)
231:Perimeter Institute for Theoretical Physics
1470:, Probability Surveys, Vol 18, pp 132–178.
1402:L. P. Hughston & S. M. Salamon (2016)
1356:(A. Lipton, ed) Risk Books, pp xvii-xviii.
1275:Advanced Mathematical Methods for Finance,
1200:Symplectic Approach to Quantum Constraints
1077:L. P. Hughston & A. Rafailidis (2005)
911:The Information Content of a Quantum State
690:, Risk, Vol 9 (1), pp 46–49, reprinted in
567:, The Treasurer, November issue, pp 32–34.
565:Covered Warrants: Are They Really Covered?
338:L. P. Hughston & P. D. Sommers (1973)
331:L. P. Hughston & P. D. Sommers (1973)
299:L. P. Hughston & L. C. Shepley (1970)
18:
1559:https://doi.org/10.1142/S0219024924300014
1537:https://doi.org/10.1142/S0219024923500309
1520:J. R. Boland & L. P. Hughston (2024)
1459:G. Bouzianis & L. P. Hughston (2020)
1434:G. Bouzianis & L. P. Hughston (2019)
1423:D. C. Brody & L. P. Hughston (2018)
1257:Progress in Analysis and its Applications
897:Markov Model Consistent with Caplet Smile
811:Statistical Geometry in Quantum Mechanics
752:, Physics Letters A, Vol 236, pp 257–262.
725:Geometry of Quantum Statistical Inference
531:W. J. Brooks & L. P. Hughston (1988)
292:L. P. Hughston & K. C. Jacobs (1970)
217:He has held visiting appointments at the
1548:https://doi.org/10.1088/1751-8121/ad4cab
1515:https://doi.org/10.1088/1751-8121/acbe7f
1509:D. C. Brody & L. P. Hughston (2023)
1479:https://doi.org/10.1088/1751-8121/abfac6
1475:Quantum Measurement of Space-Time Events
1473:D. C. Brody & L. P. Hughston (2021)
1409:D. C. Brody & L. P. Hughston (2018)
1395:D. C. Brody & L. P. Hughston (2016)
1359:D. C. Brody & L. P. Hughston (2015)
1334:D. C. Brody & L. P. Hughston (2013)
1145:, Journal of Physics A, Vol 40, 503–509.
1130:D. C. Brody & L. P. Hughston (2006)
1109:D. C. Brody & L. P. Hughston (2006)
1100:Twistor Cosmology and Quantum Space-Time
1098:D. C. Brody & L. P. Hughston (2005)
1091:D. C. Brody & L. P. Hughston (2005)
1084:D. C. Brody & L. P. Hughston (2005)
1070:D. C. Brody & L. P. Hughston (2004)
1045:D. C. Brody & L. P. Hughston (2002)
1038:D. C. Brody & L. P. Hughston (2002)
1026:, Quantitative Finance, Vol 2, pp 70–80.
1022:D. C. Brody & L. P. Hughston (2002)
1000:D. C. Brody & L. P. Hughston (2001)
956:D. C. Brody & L. P. Hughston (2001)
942:D. C. Brody & L. P. Hughston (2001)
909:D. C. Brody & L. P. Hughston (2000)
895:P. Balland & L. P. Hughston (2000)
888:D. C. Brody & L. P. Hughston (1999)
881:T. R. Field & L. P. Hughston (1999)
867:D. C. Brody & L. P. Hughston (1999)
847:Extensions of Bundles of Null Directions
834:D. C. Brody & L. P. Hughston (1998)
827:D. C. Brody & L. P. Hughston (1998)
816:B. Flesaker & L. P. Hughston (1998)
809:D. C. Brody & L. P. Hughston (1998)
802:D. C. Brody & L. P. Hughston (1998)
777:B. Flesaker & L. P. Hughston (1997)
766:B. Flesaker & L. P. Hughston (1997)
755:B. Flesaker & L. P. Hughston (1997)
748:D. C. Brody & L. P. Hughston (1997)
730:B. Flesaker & L. P. Hughston (1996)
723:D. C. Brody & L. P. Hughston (1996)
686:B. Flesaker & L. P. Hughston (1996)
621:B. Flesaker & L. P. Hughston (1993)
538:L. P. Hughston & L. J. Mason (1988)
1588:
1488:, World Scientific Publishing Company.
1450:Pricing with Variance Gamma Information
1443:Theory of Cryptocurrency Interest Rates
1343:Signal Processing with Lévy Information
1323:, World Scientific Publishing Company.
1291:L. P. Hughston & A. Macrina (2012)
1251:L. P. Hughston & A. Macrina (2010)
1230:, Journal of Physics A, Vol 43, 082003.
1216:, Journal of Physics A, Vol 42, 295303.
1202:, Journal of Physics A, Vol 41, 475301.
1187:L. P. Hughston & A. Macrina (2008)
1132:Quantum States and Space-Time Causality
1086:Finite-Time Stochastic Reduction Models
944:Interest Rates and Information Geometry
890:Geometrisation of Statistical Mechanics
874:P. Balland & L. P. Hughston (1999)
779:Dynamic Models of Yield Curve Evolution
641:Yearbook of Fixed Income Investing 1995
630:Financial Geometry: a New Angle on Risk
618:, Physics Letters A, Vol 183, pp 14–18.
545:L. P. Hughston & W. T. Shaw (1989)
513:L. P. Hughston & W. T. Shaw (1988)
499:L. P. Hughston & W. T. Shaw (1987)
492:L. P. Hughston & W. T. Shaw (1987)
474:L. P. Hughston & W. T. Shaw (1987)
428:L. P. Hughston & T. R. Hurd (1983)
421:L. P. Hughston & T. R. Hurd (1983)
414:L. P. Hughston & T. R. Hurd (1983)
400:L. P. Hughston & T. R. Hurd (1981)
1500:On the Pricing of Storable Commodities
1214:Metric Approach to Quantum Constraints
1111:Quantum Noise and Stochastic Reduction
1011:L. P. Hughston & M. Zervos (2001)
662:Geometric Aspects of Quantum Mechanics
584:L. P. Hughston & K. P. Tod (1990)
451:Entropy, Uncertainty, and Nonlinearity
425:, Physics Letters B, Vol 127, 201–203.
418:, Physics Letters B, Vol 124, 362–364.
1707:Hillcrest High School (Dallas) alumni
1461:Optimal Hedging in Incomplete Markets
1253:Discrete-Time Interest-Rate Modelling
1150:On Quantum Microcanonical Equilibrium
953:, Economic Notes, Vol 30, pp 281–292.
586:An Introduction to General Relativity
7:
1672:21st-century American mathematicians
1667:20th-century American mathematicians
1610:. Stagirite Press, Ft Worth, Texas.
1454:https://doi.org/10.3390/risks8040105
1280:L. P. Hughston & F. Mina (2012)
1189:Information, Inflation, and Interest
1175:Entanglement of Three-Qubit Geometry
806:, Physics Letters A, Vol 245, 73–78.
783:Mathematics of Derivative Securities
761:Exotic Options: the State of the Art
572:Time to Call on Japan's Warrant Idea
432:, Physics Reports, Vol 100, 273–326.
430:A CP5 Calculus for Space-Time Fields
1397:Thermodynamics of Quantum Heat Bath
732:Positive Interest: Foreign Exchange
579:Twistors in Mathematics and Physics
540:A Generalized Kerr-Robinson Theorem
501:Classical Strings in Ten Dimensions
1702:Academics of King's College London
1677:Alumni of Magdalen College, Oxford
1577:Westinghouse Science Talent Search
1372:Advances in Mathematics of Finance
1193:Advances in Mathematics of Finance
455:Quantum Concepts in Space and Time
395:On the Magnetic Moments of Hadrons
347:Some New Contour Integral Formulae
340:The Symmetries of Kerr Black Holes
153:Westinghouse Science Talent Search
14:
1058:Modern Risk Management: a History
967:, American Institute of Physics.
1638:Goldsmiths, University of London
1368:Stable-1/2 Bridges and Insurance
1168:Advances in Mathematical Finance
869:Thermalisation of Quantum States
804:Geometry of Thermodynamic States
494:Minimal Curves in Six Dimensions
212:Goldsmiths, University of London
192:Robert Fleming & Co. Limited
93:Goldsmiths, University of London
1452:, Risks, Vol 8 (4), 105:1-22.
1379:Fragile Entanglement Statistics
1302:, Stochastics, Vol 84, 719–740.
1182:Information-Based Asset Pricing
883:The Geometry of Coherent States
818:Positive Interest: an Afterword
526:Spinors in Physics and Geometry
333:Spacetimes with Killing Tensors
1361:Universal Quantum Measurements
1017:Disordered and Complex Systems
1006:Disordered and Complex Systems
965:Disordered and Complex Systems
918:Credit Derivatives Made Simple
829:The Quantum Canonical Ensemble
464:, Nature, Vol 321, pp 381–382.
462:Supertwistors and Superstrings
388:The Twistor Particle Programme
1:
1627:Mathematics Genealogy Project
1138:, University of Tokyo, Japan.
792:, Risk, Vol 10 (3), pp 63–64.
743:Pricing of Credit Derivatives
483:Applications of SO(8) Spinors
219:University of Texas at Austin
1207:Dam Rain and Cumulative Gain
1093:Theory of Quantum Space-Time
772:The New Interest Rate Models
757:Exotic Interest Rate Options
533:A Problem in Squash Strategy
227:Institute for Advanced Study
1246:Stochastic Analysis in 2010
958:Geometric Quantum Mechanics
904:Not for the Fainted-Hearted
551:Mathematics of Surfaces III
508:Remarks on Sommers' Theorem
409:The Relativistic Oscillator
240:He has carried out work in
1723:
1468:Lévy-Ito Models in Finance
927:L. P. Hughston, ed (2000)
852:L. P. Hughston, ed (1999)
708:L. P. Hughston, ed (1996)
373:Advances in Twistor Theory
308:Generalized Vaidya Metrics
1533:Information-Based Trading
906:, Risk, Vol 13 (2), p 59.
235:University College London
126:
67:
1682:American Rhodes Scholars
208:Brunel University London
143:Early life and education
97:Brunel University London
62:Magdalen College, Oxford
1572:Schrödinger–HJW theorem
1425:Quantum State Reduction
210:and, more recently, at
204:Imperial College London
185:Lincoln College, Oxford
181:Wolfson College, Oxford
109:Lincoln College, Oxford
101:Imperial College London
1348:L. P. Hughston (2014)
1052:L. P. Hughston (2003)
902:L. P. Hughston (2000)
876:The Sticky Delta Model
795:L. P. Hughston (1998)
788:L. P. Hughston (1997)
741:L. P. Hughston (1996)
701:L. P. Hughston (1996)
660:L. P. Hughston (1995)
653:L. P. Hughston (1994)
646:L. P. Hughston (1994)
628:L. P. Hughston (1993)
570:L. P. Hughston (1989)
563:L. P. Hughston (1989)
556:L. P. Hughston (1989)
520:L. P. Hughston (1988)
506:L. P. Hughston (1987)
481:L. P. Hughston (1987)
476:Real Classical Strings
467:L. P. Hughston (1986)
460:L. P. Hughston (1986)
449:L. P. Hughston (1986)
442:L. P. Hughston (1985)
435:L. P. Hughston (1984)
407:L. P. Hughston (1982)
386:L. P. Hughston (1980)
358:Twistors and Particles
356:L. P. Hughston (1979)
345:L. P. Hughston (1979)
320:L. P. Hughston (1972)
306:L. P. Hughston (1971)
287:Multifluid Cosmologies
285:L. P. Hughston (1969)
16:American mathematician
931:, Risk Publications.
856:, Risk Publications.
797:Inflation Derivatives
712:, Risk Publications.
655:Financial Observables
637:Taking All the Credit
558:So Great an Absurdity
262:statistical mechanics
223:King's College London
200:King's College London
149:Hillcrest High School
105:King's College London
1606:T. L. Hulsey (2020)
469:Points in Space-Time
444:The Tail of the Lion
266:mathematical finance
157:University of Oxford
83:Mathematical physics
79:Mathematical finance
1597:Society for Science
437:Why the Apple Falls
258:quantum information
1687:People from Dallas
790:Financial Calculus
736:Vasicek and Beyond
696:Hedging with Trees
692:Vasicek and Beyond
242:general relativity
163:and a student of
1494:978-981-1246-48-7
1329:978-981-4407-88-5
1321:Finance at Fields
688:Positive Interest
366:978-3-540-09244-5
254:quantum mechanics
194:, London, and at
159:, where he was a
130:
129:
69:Scientific career
1714:
1651:
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1598:
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1221:Informed Traders
1035:, Issue 7, p 41.
1032:GARP Risk Review
169:Magdalen College
133:Lane P. Hughston
116:Doctoral advisor
42:
39:24 December 1951
38:
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1697:1951 births
1661:Categories
1583:References
375:, Pitman.
35:1951-12-24
246:cosmology
1566:See also
1350:Foreword
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