Items Authored/Edited by Hughston, L P
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Number of items: 147.
2024
Hughston, L P and Sánchez-Betancourt, L.
2024.
Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement.
Journal of Physics A: Mathematical and Theoretical, 57(28),
285302.
ISSN 1751-8113
[Article]
Bouzianis, G; Hughston, L P and Sánchez-Betancourt, L.
2024.
Information-Based Trading.
International Journal of Theoretical and Applied Finance,
ISSN 0219-0249
[Article]
(In Press)
Boland, J R and Hughston, L P.
2024.
Mathematical Foundations of Complex Tonality.
Journal of Mathematics and Music, 18(2),
pp. 173-202.
ISSN 1745-9737
[Article]
2023
Brody, D C and Hughston, L P.
2023.
Lévy Models for Collapse of the Wave Function.
Journal of Physics A: Mathematical and Theoretical, 56,
125303.
ISSN 1751-8113
[Article]
2022
Brody, D C; Hughston, L P and Yang, X.
2022.
On the Pricing of Storable Commodities.
In: Dorje C Brody; L P Hughston and A Macrina, eds.
Financial Informatics: An Information-Based Approach to Asset Pricing.
Singapore: World Scientific Publishing Company.
ISBN 9789811246487
[Book Section]
2021
Brody, D C and Hughston, L P.
2021.
Quantum Measurement of Space-Time Events.
Journal of Physics A: Mathematical and Theoretical, 54(23),
235304.
ISSN 1751-8113
[Article]
Bouzianis, G; Hughston, L P; Jaimungal, S and Sánchez-Betancourt, L.
2021.
Lévy-Ito Models in Finance.
Probability Surveys, 18,
pp. 132-178.
ISSN 1549-5787
[Article]
2020
Hughston, L P and Sánchez-Betancourt, L.
2020.
Pricing with Variance Gamma Information.
Risks, 8(4),
105.
ISSN 2227-9091
[Article]
Brody, D C; Hughston, L P and Meister, B.
2020.
Theory of Cryptocurrency Interest Rates.
SIAM Journal for Financial Mathematics, 11(1),
pp. 148-168.
ISSN 1945-497X
[Article]
Bouzianis, G and Hughston, L P.
2020.
Optimal Hedging in Incomplete Markets.
Applied Mathematical Finance, 27(4),
pp. 265-287.
ISSN 1350-486X
[Article]
2019
Bouzianis, G and Hughston, L P.
2019.
Determination of the Lévy Exponent in Asset Pricing Models.
International Journal of Theoretical and Applied Finance, 22(1),
1950008.
ISSN 0219-0249
[Article]
2018
Brody, D C; Hughston, L P and Meier, D M.
2018.
Lévy-Vasicek Models and the Long-Bond Return Process.
International Journal of Theoretical and Applied Finance, 21(3),
1850026.
ISSN 0219-0249
[Article]
Brody, D C and Hughston, L P.
2018.
Quantum State Reduction.
In: S Gao, ed.
Collapse of the Wave Function.
Cambridge: Cambridge University Press, pp. 47-73.
ISBN 9781316995457
[Book Section]
Brody, D C and Hughston, L P.
2018.
Social Discounting and the Long Rate of Interest.
Mathematical Finance, 28(1),
pp. 306-334.
ISSN 0960-1627
[Article]
2016
Brody, D C and Hughston, L P.
2016.
Thermodynamics of Quantum Heat Bath.
Journal of Physics A: Mathematical and Theoretical, 49(42),
425302.
ISSN 1751-8113
[Article]
Bender, C M; Brody, D C; Hughston, L P and Meister, B K.
2016.
Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics.
In: F Bagarello; R Passante and C Trapani, eds.
Non-Hermitian Hamiltonians in Quantum Physics: Selected Contributions from the 15th International Conference on Non-Hermitian Hamiltonians in Quantum Physics, Palermo, Italy, 18-23 May 2015.
Berlin: Springer Verlag, pp. 185-199.
ISBN 9783319313542
[Book Section]
Hughston, L P and Salamon, S M.
2016.
Surveying Points in the Complex Projective Plane.
Advances in Mathematics, 286,
pp. 1017-1052.
ISSN 0001-8708
[Article]
2015
Brody, D C; Hughston, L P and Meier, D M.
2015.
Fragile Entanglement Statistics.
Journal of Physics A: Mathematical and Theoretical, 48(42),
425301.
ISSN 1751-8113
[Article]
Brody, D C and Hughston, L P.
2015.
Universal Quantum Measurements.
Journal of Physics: Conference Series, 624,
012002.
ISSN 1742-6588
[Article]
Hoyle, E; Hughston, L P and Macrina, A.
2015.
Stable-1/2 bridges and Insurance.
In: A Palczewski and L Stettner, eds.
Advances in Mathematics of Finance.
Warsaw, Poland: Banach Center Publications, Volume 104, Institute of Mathematics, Polish Academy of Sciences, pp. 95-120.
[Book Section]
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
Brody, D C and Hughston, L P.
1996.
Geometry of Quantum Statistical Inference.
Physical Review Letters, 77(14),
pp. 2851-2854.
ISSN 0031-9007
[Article]
1995
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