Lane P. Hughston - Lane P. Hughston

Lane P. Hughston (født 24. desember 1951 i Corpus Christi, Texas) er en amerikansk matematiker .

tidlig liv og utdanning

Lane P. Hughston ble født i Corpus Christi, Texas, og oppvokst i Dallas, Texas, hvor han gikk på JJ Pershing Elementary School, Benjamin Franklin Junior High School og Hillcrest High School. Han er sønn av Edward Wallace Hughston og Joan Palmer Hughston. Han har en doktorgrad i matematikk fra University of Oxford , hvor han var Rhodos-lærd og student av Roger Penrose .

Karriere

Etter å ha oppnådd doktorgraden hadde han et Junior Research Fellowship ved Wolfson College, Oxford , og ble deretter stipendiat og veileder i anvendt matematikk ved Lincoln College, Oxford .

Senere jobbet han som risikoleder og finansingeniør i Merrill Lynch , London, og deretter som professor i finansmatematikk ved King's College i London , som professor i matematikk ved Imperial College London , som professor i matematikk ved Brunel University og som professor i matematikk. ved Goldsmiths, University of London .

Han har hatt besøkeavtaler ved University of Texas i Austin , King's College London , Institute for Advanced Study , Perimeter Institute for Theoretical Physics og University College London .

Han har utført arbeid innen generell relativitet , kosmologi , twistorteori , kvantemekanikk , statistisk mekanikk og matematisk økonomi .

Publiserte arbeider

• LP Hughston (1969) Multifluid Cosmologies , Astrophysical Journal, Vol 158, s. 987–989.
• LP Hughston & KC Jacobs (1970) Homogene Electromagnetic and Massive Vector Meson Fields in Bianchi Cosmologies , Astrophysical Journal, Vol 160, s 147–152.
• LP Hughston & LC Shepley (1970) Anisotropic Multi-fluid Cosmologies with Hypersurface Orthogonal Velocity Fields , Astrophysical Journal, Vol 160, s. 333–336.
• LP Hughston (1971) Generalisert Vaidya Metrics , International Journal of Theoretical Physics, Vol 4 (4), s 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) s. 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, s 121–125, Springer-Verlag.
• LP Hughston & PD Sommers (1973) Spacetime with Killing Tensors , Communications in Mathematical Physics, Vol 32 (2), s 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 , in Complex Manifold Techniques in Theoretical Physics (D. Lerner & PD Sommers, eds), Pitman, s 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, red. (1979) Fremskritt i Twistor Theory , Pitman. ISBN  0-273-08448-8 .
• LP Hughston (1980) 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, bind 378, s. 141–154.
• LP Hughston (1982) The Relativistic Oscillator , Proc. Roy. Soc. Lond. A, bind 382, ​​s 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, nr. 667, s. 16.
• LP Hughston (1986) Entropy, Uncertainty, and Nonlinearity , in Quantum Concepts in Space and Time (CJ Isham & R. Penrose, red.) Oxford University Press, kapittel 11, s. 174–181.
• LP Hughston (1986) Supertwistors and Superstrings , Nature, Vol 321, s 381–382.
• LP Hughston (1986) Points in Space-Time , Times Higher Educational Supplement, No 715, s 20.
• LP Hughston & WT Shaw (1987) Real Classical Strings , Proc. Roy. Soc. Lond. A, bind 414, s. 415–422.
• LP Hughston (1987) Applications of SO (8) Spinors , in Gravitation and Geometry: et bind til ære for Ivor Robinson (W. Rindler & A. Trautman, red.) Bibliopolis, Napoli, s. 253–277.
• LP Hughston & WT Shaw (1987) Minimal Curves in Six Dimensions , Classical and Quantum Gravity, Vol 4, s 869–892.
• LP Hughston & WT Shaw (1987) Klassiske strenger i ti dimensjoner , Proc. Roy. Soc. Lond. A, bind 414}, s. 423–431.
• LP Hughston (1987) Remarks on Sommers 'Theorem , Classical and Quantum Gravity, Vol 4, s. 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, s. 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, s 275–285.
• LP Hughston & WT Shaw (1989) Spinor Parametrisations of Minimal Surfaces , in Mathematics of Surfaces III (DC Handscomb, red) Oxford University Press, s. 359–372.
• LP Hughston (1989) So Great an Absurdity , Times Higher Educational Supplement}, nr. 875, s. 19.
• LP Hughston (1989) Garantier som dekkes: Er de virkelig dekket? , Kasserer, novemberutgave, s. 32–34.
• LP Hughston (1989) Time to Call on Japans Warrant Idea , International Money Marketing, desemberutgave, s 26.
• LP Hughston & WT Shaw (1990) Twistors and Strings, in Twistors in Mathematics and Physics (R. Baston & TN Bailey, eds) Cambridge University Press, kapittel 12, s. 218–245.
• LP Hughston & KP Tod (1990) En introduksjon til generell relativitet , London Mathematical Society Student Texts 5, Cambridge University Press. ISBN  0-521-32705-9 .
• LJ Mason & LP Hughston, red. (1990) Ytterligere fremskritt innen Twistor Theory, bind 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 having a given Density Matrix , Physics Letters A, Vol 183, pp 14–18.
• LP Hughston (1993) Financial Geometry: a New Angle on Risk , International Derivative Review, septemberutgave (SunGard Capital Markets), s. 11–14.
• B. Flesaker, LP Hughston, L. Schreiber & L. Sprung (1994) Taking All the Credit , Risk, Vol 7 (9), pp 104–108, omtrykt i Yearbook of Fixed Income Investing 1995 (JD Finnerty & MS Fridson, red.), Irwin Professional Publishing (1996).
• LP Hughston (1994) Financial Observables , International Derivative Review, desemberutgave (SunGard Capital Markets), s. 11–14.
• LP Hughston (1995) Geometric Aspects of Quantum Mechanics , in Twistor Theory (SA Huggett, red) Marcel Dekker, Chapter 6, pp 59–79.
• LJ Mason, LP Hughston & PK Kobak, red. (1995) Ytterligere fremskritt innen Twistor Theory, bind II: integrerbare systemer, konformal geometri og gravitasjon , Pitman forskningsnotater i matematikk serie 232, Longman vitenskapelig og teknisk. ISBN  0-582-00465-9 .
• B. Flesaker & LP Hughston (1996) Positive Interest , Risk, Vol 9 (1), s 46–49, omtrykt i Vasicek and Beyond (LP Hughston, ed) Risk Publications (1996), og Hedging with Trees (M. Broadie & P. Glasserman, red.) Risikopublikasjoner (1998).
• LP Hughston (1996) Geometry of Stochastic State Vector Reduction , Proc. Roy. Soc. Lond. A, bind 452, s. 953–979.
• LP Hughston, ed (1996) Vasicek and Beyond: Approaches to Building and Apprenting Rentemodeller , Risk Publications. ISBN  1-899332-50-2 .
• DC Brody & LP Hughston (1996) Geometry of Quantum Statistical Inference , Physical Review Letters, Vol 77, s. 2851–2854.
• B. Flesaker & LP Hughston (1996) Positive Interest: Foreign Exchange , in Vasicek and Beyond (LP Hughston, ed) Risk Publications, Chapter 22, pp 351–367.
• LP Hughston (1996) Prissetting av kredittderivater , IFR finansielle derivater og risikostyring, utgave 5, s. 11–16.
• DC Brody & LP Hughston (1997) Generaliserte 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, red.) International Thompson Publishing, kapittel 9, s. 209–227.
• B. Flesaker & LP Hughston (1997) Internasjonale modeller for renter og utenlandsk valuta , nettoeksponering, utgave 3, s. 55–79, omtrykt i The New Interest Rate Models (LP Hughston, red.) Risk Publications (2000), kapittel 13 , s 217–236.
• B. Flesaker & LP Hughston (1997) Dynamic Models of Yield Curve Evolution , in Mathematics of Derivative Securities (MAH Dempster & SR Pliska, red.) Cambridge University Press, kapittel 17, s. 294–314.
• LP Hughston (1997) Financial Calculus , Risk, Vol 10 (3), s 63–64.
• LP Hughston (1998) Inflasjonsderivater , arbeidsdokument, Merrill Lynch og 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) Statistisk geometri i kvantemekanikk , Proc. Roy. Soc. Lond. A, bind 454, s. 2445–2475.
• B. Flesaker & LP Hughston (1998) Positive Interest: an Afterword , in Hedging with Trees: Advances in Pricing and Risk Managing 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) Geometriske modeller for kvantestatisk inferens , i det geometriske universet: Vitenskap, geometri og arbeidet til Roger Penrose (SA Huggett, LJ Mason, KP Tod, ST Tsou & NMJ Woodhouse, red.) Oxford University Press, kapittel 18, s. 265–276.
• LP Hughston, P. Nurowski & D. Robinson (1999) Extensions of Bundles of Null Directions , Classical and Quantum Gravity, Vol 16, s 255–279.
• LP Hughston, ed (1999) Alternativer: Klassiske tilnærminger til priser og modellering , risikopublikasjoner. ISBN  1-899332-669 .
• DC Brody & LP Hughston (1999) Thermalisation of Quantum States , Journal of Mathematical Physics, Vol 40, s. 12–18.
• P. Balland og LP Hughston (1999) The Sticky Delta Model , Derivative Week, Learning Curve, 1. november utgave.
• TR Field & LP Hughston (1999) The Geometry of Coherent States , Journal of Mathematical Physics, Vol 40, s. 2568–2583.
• DC Brody & LP Hughston (1999) Geometrisation of Statistical Mechanics , Proc. Roy. Soc. Lond. A, bind 455, s. 1683–1715.
• P. Balland & LP Hughston (2000) Markov Model Consistent with Caplet Smile , International Journal of Theoretical and Applied Finance, Vol. 3, s. 161–181.
• LP Hughston (2000) Not for the Fainted-Hearted , Risk, Vol 13 (2), s 59.
• DC Brody & LP Hughston (2000) Informasjonsinnholdet i en kvantestat , Journal of Mathematical Physics, Vol 41, s. 2586–2592.
• LP Hughston & SM Turnbull (2000) Credit Derivatives Made Simple , Risk, Vol 13 (10), s 36–43, omtrykt i Credit Risk Modelling, The Cutting Edge Collection (M. Gordy, red) Risk Books (2003). Japansk oversettelse (DC Brody) i Risk Japan, Vol 1, (1), s. 50–54 (2001).
• LP Hughston, ed (2000) The New Interest Rate Models: Recent Developments in the Theory and Application of Yield Curve Dynamics , Risk Publications. ISBN  1-899-332-97-9 .
• DC Brody & LP Hughston (2001) Renter og informasjonsgeometri , Proc. Roy. Soc. Lond. A, bind 457, s. 1343–1363.
• LP Hughston & SM Turnbull (2001) Credit Risk: Constructing the Basic Building Blocks , Economic Notes, Vol 30, pp 281–292.
• DC Brody & LP Hughston (2001) Geometric Quantum Mechanics , Journal of Geometry and Physics, Vol 38, s. 19–53.
• P. Sollich, A. Coolen, LP Hughston & RF Streater, red. (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, s 8795–8820.
• LJ Mason, LP Hughston, PK Kobak & K. Pulverer, red. (2001) Ytterligere fremskritt i Twistor Theory, Volum III: Buede Twistor Spaces , forskningsnotater i matematikk 424, Chapman og 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, s 281–288 .
• LP Hughston & M. Zervos (2001) Martingale Approach to the Pricing of 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) Symbolsk betydning for tall , GARP Risk Review, utgave 7, s 41.
• DC Brody & LP Hughston (2002) Effektiv simulering av kvantestatusreduksjon, Journal of Mathematical Physics, Vol 43, s. 5254–5261.
• DC Brody & LP Hughston (2002) Stokastiske reduksjonsmodeller i ikke-lineær kvantemekanikk , Proc. Roy. Soc. Lond. A, bind 458, s. 1117–1127.
• LP Hughston (2003) Fortid, nåtid og fremtid for modellering av termstruktur , i moderne risikostyring: en historie (P. Field, introduksjon) Risikopublikasjoner, kapittel 7, s. 107–132.
• DC Brody, LP Hughston & J. Syroka (2003) Relaxation of Quantum States under Energy Perturbations , Proc. Roy. Soc. Lond. A, bind 459, s. 2297–2316.
• DC Brody & LP Hughston (2004) Chaos and Coherence: a New Framework for Interest Rate Modeling , Proc. Roy. Soc. Lond. A, bind 460, s. 85–110.
• LP Hughston & A. Rafailidis (2005) A Chaotic Approach to Interest Rate Modeling , Finance and Stochastics, Vol 9, s 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, bind 462, s. 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, s 57–95.
• DC Brody & LP Hughston (2006) Quantum Noise and Stochastic Reduction , Journal of Physics A, Vol 39 (4), s 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) Diskretionær stopp av endimensjonale Ito-diffusjoner med en trappebelønningsfunksjon, Journal of Applied Probability, Vol 43, s. 984–996.
• DC Brody & LP Hughston (2006) Quantum States and Space-Time Causality , i 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, bind 463, s. 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, red.) Birkhauser , s 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) Information-Based Asset Pricing , International Journal of Theoretical and Applied Finance, Vol 11 (1), s 107–142.
• LP Hughston & A. Macrina (2008) Information, Inflation, and Interest , in Advances in Mathematics of Finance (L. Stettner, red), Banach Center Publications, Vol 83, s 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, bind 464, s. 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, bind 465, s. 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) Diskret tidsrentemodellering , pågår i analyse og dens applikasjoner (M. Ruzhansky & J. Wirth, red.), World Scientific Publishing Company.
• E. Hoyle, LP Hughston & A. Macrina (2011) Lévy Random Bridges and the Modelling of Financial Information , Stochastic Processes and their Applications, Vol 121, pp 856–884.
• DC Brody, LP Hughston & A. Macrina (2011) Modelling Information Flows in Financial Markets , in Advanced Mathematical Methods for Finance, (G. Di Nunno & B. Oksendal, eds), Springer-Verlag, Chapter 5, pp 133–153 .
• LP Hughston & F. Mina (2012) Om representasjon av generelle rentemodeller som firkantintegrerbare Wiener-funksjoner , i nyere fremskritt innen finansteknikk 2011 (Y. Muromachi, H. Nakaoka & A. Takahashi, red.) World Scientific Publishing Company , s. 1–20.
• LP Hughston & A. Macrina (2012) Prissetting av verdipapirer med fast inntekt i et informasjonsbasert rammeverk , Applied Mathematical Finance, Vol. 19 (4), s. 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) Conditional Density Models for Asset Pricing , 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, bind 468, s. 1778–1798.
• MR Grasselli & LP Hughston, red. (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, bind 469, 20130024: 1-19.
• DC Brody, LP Hughston & X. Yang (2013) Signalbehandling med Lévy Information , Proc. Roy. Soc. Lond. A, bind 469, 20120433.
• LP Hughston (2014) Forord , i Quant of the Year 2000-2014: All the Award-Winning Papers (A. Lipton, red) 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 , in 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, s 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, s. 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, red), Cambridge University Press, s 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) Prissetting med variasjon Gamma-informasjon , Risks, Vol 8 (4), 105: 1-22. https://doi.org/10.3390/risks8040105 .
• G. Bouzianis & LP Hughston (2020) Optimal sikring i ufullstendige markeder , anvendt matematisk økonomi, bind 27 (4), s 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 .

Se også

• Schrödinger – HJW teorem

Referanser