Browse by Goldsmiths authors: Hughston, Lane P.
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Number of items: 15.
Brody, Dorje C.; Hughston, Lane P. and Yang, Xun.
2022.
On the Pricing of Storable Commodities.
In: Dorje C. Brody; Lane P. Hughston and Andrea Macrina, eds.
Financial Informatics: An Information-Based Approach to Asset Pricing.
Singapore: World Scientific Publishing Company.
ISBN 9789811246487
[Book Section]
(In Press)
Brody, Dorje C. and Hughston, Lane P..
2021.
Quantum Measurement of Space-Time Events.
Journal of Physics A: Mathematical and Theoretical, 54(23),
235304.
ISSN 1751-8113
[Article]
Bouzianis, George; Hughston, Lane P.; Jaimungal, Sebastian and Sánchez-Betancourt, Leandro.
2021.
Lévy-Ito Models in Finance.
Probability Surveys, 18,
pp. 132-178.
ISSN 1549-5787
[Article]
Hughston, Lane P. and Sánchez-Betancourt, Leandro.
2020.
Pricing with Variance Gamma Information.
Risks, 8(4),
105.
ISSN 2227-9091
[Article]
Brody, Dorje C.; Hughston, Lane P. and Meister, Bernhard.
2020.
Theory of Cryptocurrency Interest Rates.
SIAM Journal for Financial Mathematics, 11(1),
pp. 148-168.
ISSN 1945-497X
[Article]
Bouzianis, George and Hughston, Lane P..
2020.
Optimal Hedging in Incomplete Markets.
Applied Mathematical Finance, 27(4),
pp. 265-287.
ISSN 1350-486X
[Article]
Brody, Dorje C.; Hughston, Lane P. and Meier, David 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, Dorje C. and Hughston, Lane P..
2018.
Social Discounting and the Long Rate of Interest.
Mathematical Finance, 28(1),
pp. 306-334.
ISSN 0960-1627
[Article]
Brody, Dorje C. and Hughston, Lane P..
2016.
Thermodynamics of quantum heat bath.
Journal of Physics A: Mathematical and Theoretical, 49(42),
425302.
ISSN 1751-8113
[Article]
Hughston, Lane P. and Salamon, S. M..
2016.
Surveying points in the complex projective plane.
Advances in Mathematics, 286,
pp. 1017-1052.
ISSN 0001-8708
[Article]
Bender, Carl M.; Brody, Dorje C.; Hughston, Lane P. and Meister, Bernhard K..
2016.
Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics.
In: , ed.
Geometric aspects of space-time reflection symmetry in quantum mechanics.
184
Berlin: Springer Verlag, pp. 185-199.
ISBN 978-3-319-31354-2
[Book Section]
Brody, Dorje C.; Hughston, Lane P. and Meier, David M.
2015.
Fragile entanglement statistics.
Journal of Physics A: Mathematical and Theoretical, 48(42),
425301.
ISSN 1751-8113
[Article]
Brody, DC and Hughston, Lane P..
2015.
Universal Quantum Measurements.
Journal of Physics: Conference Series, 624,
012002.
ISSN 1742-6588
[Article]
Hoyle, E; Hughston, Lane 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]