Browse by Goldsmiths authors: Hughston, L P

Number of items: 149.
Article
  • Decoherence Implies Information Gain. (2025) Brody, D C and Hughston, L P picture_as_pdf
  • Brief Synopsis of the Scientific Career of T. R. Hurd. (2024) Grasselli, M R and Hughston, L P picture_as_pdf
  • Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement. (2024) Hughston, L P and Sánchez-Betancourt, L
  • Information-Based Trading. (2024) Bouzianis, G; Hughston, L P and Sánchez-Betancourt, L
  • Mathematical Foundations of Complex Tonality. (2024) Boland, J R and Hughston, L P
  • Lévy Models for Collapse of the Wave Function. (2023) Brody, D C and Hughston, L P
  • Quantum Measurement of Space-Time Events. (2021) Brody, D C and Hughston, L P picture_as_pdf
  • Lévy-Ito Models in Finance. (2021) Bouzianis, G; Hughston, L P; Jaimungal, S and Sánchez-Betancourt, L picture_as_pdf
  • Pricing with Variance Gamma Information. (2020) Hughston, L P and Sánchez-Betancourt, L picture_as_pdf
  • Theory of Cryptocurrency Interest Rates. (2020) Brody, D C; Hughston, L P and Meister, B picture_as_pdf
  • Optimal Hedging in Incomplete Markets. (2020) Bouzianis, G and Hughston, L P
  • Determination of the Lévy Exponent in Asset Pricing Models. (2019) Bouzianis, G and Hughston, L P
  • Lévy-Vasicek Models and the Long-Bond Return Process. (2018) Brody, D C; Hughston, L P and Meier, D M
  • Social Discounting and the Long Rate of Interest. (2018) Brody, D C and Hughston, L P
  • Thermodynamics of Quantum Heat Bath. (2016) Brody, D C and Hughston, L P
  • Surveying Points in the Complex Projective Plane. (2016) Hughston, L P and Salamon, S M
  • Fragile Entanglement Statistics. (2015) Brody, D C; Hughston, L P and Meier, D M
  • Universal Quantum Measurements. (2015) Brody, D C and Hughston, L P
  • Lévy Information and the Aggregation of Risk Aversion. (2013) Brody, D C and Hughston, L P
  • Signal Processing with Lévy Information. (2013) Brody, D C; Hughston, L P and Yang, X
  • General Theory of Geometric Lévy Models for Dynamic Asset Pricing. (2012) Brody, D C; Hughston, L P and Mackie, E
  • Conditional Density Models for Asset Pricing. (2012) Filipović, D; Hughston, L P and Macrina, A
  • Pricing Fixed-Income Securities in an Information-Based Framework. (2012) Hughston, L P and Macrina, A
  • Rational Term Structure Models with Geometric Lévy Martingales. (2012) Brody, D C; Hughston, L P and Mackie, E
  • Lévy Random Bridges and the Modelling of Financial Information. (2011) Hoyle, E; Hughston, L P and Macrina, A
  • Effects of Quantum Entanglement in Phase Transitions. (2010) Brody, D C; Hughston, L P and Parry, M F
  • Nonlinearity and Constrained Quantum Motion. (2010) Brody, D C; Gustavsson, A C T and Hughston, L P
  • Metric Approach to Quantum Constraints. (2009) Brody, D C; Gustavsson, A C T and Hughston, L P
  • Informed Traders. (2009) Brody, D C; Davis, M H A; Friedman, R L and Hughston, L P
  • Symplectic Approach to Quantum Constraints. (2008) Brody, D C; Gustavsson, A C T and Hughston, L P
  • Dam Rain and Cumulative Gain. (2008) Brody, D C; Hughston, L P and Macrina, A
  • Information-Based Asset Pricing. (2008) Brody, D C; Hughston, L P and Macrina, A
  • Quantum Phase Transitions Without Thermodynamic Limits. (2007) Brody, D C; Hook, D W and Hughston, L P
  • Unitarity, Ergodicity and Quantum Thermodynamics. (2007) Brody, D C; Hook, D W and Hughston, L P
  • On Quantum Microcanonical Equilibrium. (2007) Brody, D C; Hook, D W and Hughston, L P
  • Entanglement of Three-Qubit Geometry. (2007) Brody, D C; Gustavsson, A C T and Hughston, L P
  • Discretionary Stopping of One-Dimensional Itô Diffusions with a Staircase Reward Function. (2006) Bronstein, A L; Hughston, L P; Pistorius, M R and Zervos, M
  • Exactly Solvable Quantum State Reduction Models with Time-Dependent Coupling. (2006) Brody, D C; Constantinou, I C; Dear, J D C and Hughston, L P
  • Quantum Noise and Stochastic Reduction. (2006) Brody, D C and Hughston, L P
  • Theory of Quantum Space-Time. (2005) Brody, D C and Hughston, L P
  • Finite-Time Stochastic Reduction Models. (2005) Brody, D C and Hughston, L P
  • A Chaotic Approach to Interest Rate Modelling. (2005) Hughston, L P and Rafailidis, A
  • Chaos and Coherence: a New Framework for Interest Rate Modelling. (2004) Brody, D C and Hughston, L P
  • Relaxation of Quantum States under Energy Perturbations. (2003) Brody, D C; Hughston, L P and Syroka, J
  • Efficient Simulation of Quantum State Reduction. (2002) Brody, D C and Hughston, L P
  • Symbolic Meaning for Numbers. (2002) Hughston, L P
  • Stochastic Reduction in Nonlinear Quantum Mechanics. (2002) Brody, D C and Hughston, L P
  • Entropy and Information in the Interest Rate Term Structure. (2002) Brody, D C and Hughston, L P
  • Martingale Models for Quantum State Reduction. (2001) Adler, S L; Brody, D C; Brun, T A and Hughston, L P
  • Credit Risk: Constructing the Basic Building Blocks. (2001) Hughston, L P and Turnbull, S M
  • Interest Rates and Information Geometry. (2001) Brody, D C and Hughston, L P
  • Geometric Quantum Mechanics. (2001) Brody, D C and Hughston, L P
  • Information Content for Quantum States. (2000) Brody, D C and Hughston, L P
  • Markov Market Model Consistent with Cap Smile. (2000) Balland, P and Hughston, L P
  • Not for the Faint-Hearted. (2000) Hughston, L P
  • Credit Derivatives Made Simple. (2000) Hughston, L P and Turnbull, S M
  • The Sticky Delta Model. (1999) Hughston, L P
  • The Geometry of Coherent States. (1999) Field, T R and Hughston, L P
  • Geometrization of Statistical Mechanics. (1999) Brody, D C and Hughston, L P
  • Extensions of Bundles of Null Directions. (1999) Nurowski, P; Hughston, L P and Robinson, D R
  • Thermalization of Quantum States. (1999) Brody, D C and Hughston, L P
  • The quantum canonical ensemble. (1998) Brody, D C and Hughston, L P
  • Geometry of thermodynamic states. (1998) Brody, D C and Hughston, L P
  • Statistical Geometry in Quantum Mechanics. (1998) Brody, D C and Hughston, L P
  • A Problem in Squash Strategy. (1998) Brooks, W J and Hughston, L P
  • Generalised Heisenberg Relations for Quantum Statistical Estimation. (1998) Brody, D C and Hughston, L P
  • Financial Calculus. (1997) Hughston, L P
  • International Models for Interest Rates and Foreign Exchange. (1997) Flesaker, B and Hughston, L P
  • Geometry of Quantum Statistical Inference. (1996) Brody, D C and Hughston, L P
  • Geometry of Stochastic State Vector Reduction. (1996) Hughston, L P
  • Positive Interest. (1996) Hughston, L P
  • Pricing of Credit Derivatives. (1996) Hughston, L P
  • Financial Observables. (1994) Hughston, L P
  • Taking All the Credit. (1994) Flesaker, B; Hughston, L P; Schreiber, L and Sprung, L
  • A Complete Classification of Quantum Ensembles having a Given Density Matrix. (1993) Hughston, L P; Jozsa, R and Wootters, W K
  • Financial Geometry: a New Angle on Risk. (1993) Hughston, L P
  • Covered Warrants – Are They Really Covered? (1989) Hughston, L P
  • So Great an Absurdity. (1989) Hughston, L P
  • Time to Call on Japan’s Warrant Idea. (1989) Hughston, L P
  • Constraint-Free Analysis of Relativistic Strings. (1988) Hughston, L P and Shaw, W T
  • A Generalized Kerr-Robinson Theorem. (1988) Hughston, L P and Mason, L J
  • Classical Strings in Ten Dimensions. (1987) Hughston, L P and Shaw, W T
  • Real Classical Strings. (1987) Hughston, L P and Shaw, W T
  • Minimal Curves in Six Dimensions. (1987) Hughston, L P and Shaw, W T
  • Remarks on Sommers’ Theorem. (1987) Hughston, L P
  • Theoretical Physics: Supertwistors and Superstrings. (1986) Hughston, L P
  • Points in Space-Time. (1986) Hughston, L P
  • Why the Apple Falls. (1984) Hughston, L P
  • A CP5 Calculus for Space-Time Fields. (1983) Hughston, L P and Hurd, T R
  • A Geometrical Approach to Bose and Fermi Statistics. (1983) Hughston, L P and Hurd, T R
  • A Manifestly Conformally Covariant CP5 Integral Formula for Massless Fields. (1983) Hughston, L P and Hurd, T R
  • The Relativistic Oscillator. (1982) Hughston, L P
  • A Cohomological Description of Massive Fields. (1981) Hughston, L P and Hurd, T R
  • On the Magnetic Moments of Hadrons. (1980) Hughston, L P and Sheppard, M
  • The Twistor Particle Programme. (1980) Hughston, L P
  • The Symmetries of Kerr Black Holes. (1973) Hughston, L P and Sommers, P
  • Spacetimes with Killing Tensors. (1973) Hughston, L P and Sommers, P
  • On a Quadratic First Integral for the Charged Particle Orbits in the Charged Kerr Solution. (1972) Hughston, L P; Penrose, R; Sommers, P and Walker, M
  • Generalized Vaidya Metrics. (1971) Hughston, L P
  • Anisotropic, Multi-Fluid Cosmologies with Hypersurface Orthogonal Velocity Fields. (1970) Hughston, L P and Shepley, L C
  • Homogeneous Electromagnetic and Massive-Vector Fields in Bianchi Cosmologies. (1970) Hughston, L P and Jacobs, K C
  • Multifluid Cosmologies. (1969) Hughston, L P
  • Book
  • An Introduction to General Relativity. (1990) Hughston, L P and Tod, K P
  • Twistors and Particles. (1979) Hughston, L P
  • Book Section
  • On the Pricing of Storable Commodities. (2022) Brody, D C; Hughston, L P and Yang, X
  • Quantum State Reduction. (2018) Brody, D C and Hughston, L P
  • Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics. (2016) Bender, C M; Brody, D C; Hughston, L P and Meister, B K html
  • Stable-1/2 bridges and Insurance. (2015) Hoyle, E; Hughston, L P and Macrina, A
  • Foreword. (2014) Hughston, L P
  • On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals. (2012) Hughston, L P and Mina, F
  • Modelling Information Flows in Financial Markets. (2011) Brody, D C; Hughston, L P and Macrina, A
  • Credit Risk, Market Sentiment and Randomly-Timed Default. (2010) Brody, D C; Hughston, L P and Macrina, A
  • Discrete-Time Interest-Rate Modelling. (2010) Hughston, L P and Macrina, A
  • Information, Inflation, and Interest. (2008) Hughston, L P and Macrina, A
  • Beyond Hazard Rates: A New Framework for Credit-Risk Modelling. (2007) Brody, Dorje C; Hughston, L P and Macrina, Andrea
  • Quantum States and Space-Time Causality. (2006) Brody, D C and Hughston, L P
  • Twistor Cosmology and Quantum Space-Time. (2005) Brody, D C and Hughston, L P
  • Credit Derivatives Made Simple. (2003) Hughston, L P
  • The Past, Present and Future of Term Structure Modelling. (2003) Hughston, L P
  • Applications of Information Geometry to Interest Rate Theory. (2001) Brody, D C and Hughston, L P
  • Martingale Approach to Real Options. (2001) Hughston, L P and Zervos, M
  • A Novel Approach to Quantum Gravity. (2001) Hughston, L P
  • Geometric Models for Quantum Statistical Inference. (1998) Brody, D C and Hughston, L P
  • Positive Interest: an Afterword. (1998) Flesaker, B and Hughston, L P
  • Dynamic Models of Yield Curve Evolution. (1997) Flesaker, B and Hughston, L P
  • Exotic Interest Rate Options. (1997) Flesaker, B and Hughston, L P
  • Positive Interest: Foreign Exchange. (1996) Flesaker, B and Hughston, L P
  • Geometric Aspects of Quantum Mechanics. (1995) Hughston, L P
  • Spinor Parametrizations of Minimal Surfaces. (1990) Hughston, L P and Shaw, W T
  • Twistors and Strings. (1990) Hughston, L P and Shaw, W T
  • Applications of Cartan Spinors to Differential Geometry in Higher Dimensions. (1988) Hughston, L P
  • Applications of SO(8) Spinors. (1987) Hughston, L P
  • Entropy, Uncertainty, and Nonlinearity. (1986) Hughston, L P
  • Some New Contour Integral Formulae. (1979) Hughston, L P
  • On an Einstein-Maxwell Field with a Null Source. (1972) Hughston, L P
  • Conference or Workshop Item
  • Contingent Claim Replication in Continuous Time with Transaction Costs. (1994) Flesaker, B and Hughston, L P
  • Stochastic Differential Geometry, Financial Modelling, and Arbitrage-Free Pricing. (1994) Hughston, L P
  • Twistor Cohomology and the Local Properties of Hertz Potentials in Linearized Gravitation. (1977) Hughston, L P
  • Edited Book
  • Financial Informatics: An Information-Based Approach to Asset Pricing. (2022)
  • Finance at Fields. (2012)
  • Disordered and Complex Systems. (2001)
  • Further Advances in Twistor Theory, Volume III: Curved Twistor Spaces. (2001)
  • The New Interest Rate Models. (2000) Hughston, L P
  • Options: Classic Approaches to Pricing and Modelling. (1999)
  • Vasicek and Beyond: Approaches to Building and Applying Interest Rate Models. (1996)
  • Further Advances in Twistor Theory, Volume II: Integrable Systems, Conformal Geometry, and Gravitation. (1995)
  • Further Advances in Twistor Theory, Volume I: The Penrose Transform and its Applications. (1990)
  • Advances in Twistor Theory. (1979)
  • Report
  • Inflation Derivatives. (1998) Hughston, L P