Lane Palmer Hughston

Staff details

Lane Palmer Hughston

Position

Professor of Mathematics

Department

Computing

Email

l.hughston (@gold.ac.uk)

Lane is a mathematician who works on quantum informatics and mathematical finance.

Lane Hughston is Professor of Mathematics in the Department of Computing at Goldsmiths. His doctorate from the University of Oxford. He has carried out work in general relativity, cosmology, quantum mechanics, statistical mechanics, and a number of different areas of mathematical finance, including interest rates, foreign exchange, inflation, and asset pricing.

Lane is a member of the London Mathematical Society, the European Mathematical Society, the American Finance Association, the American Physical Society, and the Society for Industrial and Applied Mathematics (SIAM). He is a Fellow of the Institute of Mathematics and its Applications, and is a lifetime member of the American Mathematical Society, the Bachelier Finance Society, and the International Society on General Relativity and Gravitation.

Portrait by Helen Hulsey

Research interests

Mathematical physics and mathematical finance

Publications and research outputs

Article

Grasselli, M R and Hughston, L P. 2024. Brief Synopsis of the Scientific Career of T. R. Hurd. International Journal of Theoretical and Applied Finance, 27(3,4), 2430001. ISSN 0219-0249

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

Bouzianis, G; Hughston, L P and Sánchez-Betancourt, L. 2024. Information-Based Trading. International Journal of Theoretical and Applied Finance, 27(3,4), 2350030. ISSN 0219-0249

Conference or Workshop Item

Flesaker, B and Hughston, L P. 1994. 'Contingent Claim Replication in Continuous Time with Transaction Costs'. In: 29th Conference of the Western Finance Association. Santa Fe, New Mexico, United States.

Hughston, L P. 1994. 'Stochastic Differential Geometry, Financial Modelling, and Arbitrage-Free Pricing'. In: Cambridge Finance Forum. Cambridge University.

Hughston, L P. 1977. 'Twistor Cohomology and the Local Properties of Hertz Potentials in Linearized Gravitation'. In: 8th International Conference on General Relativity and Gravitation. University of Waterloo, Ontario, Canada.

Book

Hughston, L P and Tod, K P. 1990. An Introduction to General Relativity. Cambridge: Cambridge University Press. ISBN 0521327059

Hughston, L P. 1979. Twistors and Particles. Berlin: Springer. ISBN 9783540092445

Book Section

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

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

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

Edited Book

Brody, D C; Hughston, L P and Macrina, A, eds. 2022. Financial Informatics: An Information-Based Approach to Asset Pricing. Singapore: World Scientific Publishing Company. ISBN 9811246483; 9789811246487

Grasselli, M R and Hughston, L P, eds. 2012. Finance at Fields. Singapore: World Scientific Publishing Company. ISBN 9789814407885

Sollich, P; Coolen, A C C; Hughston, L P and Streater, R F, eds. 2001. Disordered and Complex Systems. Melville, NY: American Institute of Physics. ISBN 1563969831

Report

Hughston, L P. 1998. Inflation Derivatives. Working Paper. King’s College London, London.