Publication

Number of items: 7.
2024
  • Information-Based Trading. (2024) Bouzianis, G; Hughston, L P and Sánchez-Betancourt, L
  • Brief Synopsis of the Scientific Career of T. R. Hurd. (2024) Grasselli, M R and Hughston, L P picture_as_pdf
    • 2019
  • Determination of the Lévy Exponent in Asset Pricing Models. (2019) Bouzianis, G and Hughston, L P
    • 2018
  • Lévy-Vasicek Models and the Long-Bond Return Process. (2018) Brody, D C; Hughston, L P and Meier, D M
    • 2012
  • Conditional Density Models for Asset Pricing. (2012) Filipović, D; Hughston, L P and Macrina, A
    • 2008
  • Information-Based Asset Pricing. (2008) Brody, D C; Hughston, L P and Macrina, A
    • 2000
  • Markov Market Model Consistent with Cap Smile. (2000) Balland, P and Hughston, L P