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
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
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
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
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
Hughston, L P and Sánchez-Betancourt, L. 2020. Pricing with Variance Gamma Information. Risks, 8(4), 105. ISSN 2227-9091
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
Bouzianis, G and Hughston, L P. 2020. Optimal Hedging in Incomplete Markets. Applied Mathematical Finance, 27(4), pp. 265-287. ISSN 1350-486X
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
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
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
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
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
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
Brody, D C and Hughston, L P. 2015. Universal Quantum Measurements. Journal of Physics: Conference Series, 624, 012002. ISSN 1742-6588
Brody, D C and Hughston, L P. 2013. Lévy Information and the Aggregation of Risk Aversion. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 469(2154), 20130024. ISSN 1364-5021
Brody, D C; Hughston, L P and Yang, X. 2013. Signal Processing with Lévy Information. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 469(2149), 20120433. ISSN 1364-5021
Brody, D C; Hughston, L P and Mackie, E. 2012. General Theory of Geometric Lévy Models for Dynamic Asset Pricing. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 468(2142), pp. 1778-1798. ISSN 1364-5021
Hughston, L P and Macrina, A. 2012. Pricing Fixed-Income Securities in an Information-Based Framework. Applied Mathematical Finance, 19(4), pp. 361-379. ISSN 1350-486X
Filipović, D; Hughston, L P and Macrina, A. 2012. Conditional Density Models for Asset Pricing. International Journal of Theoretical and Applied Finance, 15(1), 1250002. ISSN 0219-0249
Brody, D C; Hughston, L P and Mackie, E. 2012. Rational Term Structure Models with Geometric Lévy Martingales. Stochastics, 84(5-6), pp. 719-740. ISSN 1744-2508
Hoyle, E; Hughston, L P and Macrina, A. 2011. Lévy Random Bridges and the Modelling of Financial Information. Stochastic Processes and their Applications, 121(4), pp. 856-884. ISSN 0304-4149
Brody, D C; Hughston, L P and Parry, M F. 2010. Effects of Quantum Entanglement in Phase Transitions. Physics Letters A, 374(24), pp. 2424-2428. ISSN 0375-9601
Brody, D C; Gustavsson, A C T and Hughston, L P. 2010. Nonlinearity and Constrained Quantum Motion. Journal of Physics A: Mathematical and Theoretical, 43(8), 082003. ISSN 1751-8113
Brody, D C; Gustavsson, A C T and Hughston, L P. 2009. Metric Approach to Quantum Constraints. Journal of Physics A: Mathematical and Theoretical, 42(29), 295303. ISSN 1751-8113
Brody, D C; Davis, M H A; Friedman, R L and Hughston, L P. 2009. Informed Traders. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 465(2104), pp. 1103-1122. ISSN 1364-5021
Brody, D C; Gustavsson, A C T and Hughston, L P. 2008. Symplectic Approach to Quantum Constraints. Journal of Physics A: Mathematical and Theoretical, 41(47), 475301. ISSN 1751-8113
Brody, D C; Hughston, L P and Macrina, A. 2008. Dam Rain and Cumulative Gain. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 464(2095), pp. 1801-1822. ISSN 1364-5021
Brody, D C; Hughston, L P and Macrina, A. 2008. Information-Based Asset Pricing. International Journal of Theoretical and Applied Finance, 11(1), pp. 107-142. ISSN 0219-0249
Brody, D C; Hook, D W and Hughston, L P. 2007. Quantum Phase Transitions Without Thermodynamic Limits. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 463(2084), pp. 2021-2030. ISSN 1364-5021
Brody, D C; Hook, D W and Hughston, L P. 2007. Unitarity, Ergodicity and Quantum Thermodynamics. Journal of Physics A: Mathematical and Theoretical, 40(26), F503-F509. ISSN 1751-8113
Brody, D C; Hook, D W and Hughston, L P. 2007. On Quantum Microcanonical Equilibrium. Journal of Physics: Conference Series, 67, 012025. ISSN 1742-6588
Brody, D C; Gustavsson, A C T and Hughston, L P. 2007. Entanglement of Three-Qubit Geometry. Journal of Physics: Conference Series, 67, 012044. ISSN 1742-6596
Bronstein, A L; Hughston, L P; Pistorius, M R and Zervos, M. 2006. Discretionary Stopping of One-Dimensional Itô Diffusions with a Staircase Reward Function. Journal of Applied Probability, 43(4), 984 - 986. ISSN 0021-9002
Brody, D C; Constantinou, I C; Dear, J D C and Hughston, L P. 2006. Exactly Solvable Quantum State Reduction Models with Time-Dependent Coupling. Journal of Physics A: Mathematical and General, 39(35), pp. 11029-11051. ISSN 0305-4470
Brody, D C and Hughston, L P. 2006. Quantum Noise and Stochastic Reduction. Journal of Physics A: Mathematical and General, 39(4), 833 - 876. ISSN 0305-4470
Brody, D C and Hughston, L P. 2005. Theory of Quantum Space-Time. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 461(2061), 2679 - 2699. ISSN 1364-5021
Brody, D C and Hughston, L P. 2005. Finite-Time Stochastic Reduction Models. Journal of Mathematical Physics, 46(8), 082101. ISSN 0022-2488
Hughston, L P and Rafailidis, A. 2005. A Chaotic Approach to Interest Rate Modelling. Finance and Stochastics, 9(1), pp. 43-65. ISSN 0949-2984
Brody, D C and Hughston, L P. 2004. Chaos and Coherence: a New Framework for Interest Rate Modelling. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 460(2041), pp. 85-110. ISSN 1364-5021
Brody, D C; Hughston, L P and Syroka, J. 2003. Relaxation of Quantum States under Energy Perturbations. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 459(2037), 2297 - 2316. ISSN 1364-5021
Brody, D C and Hughston, L P. 2002. Efficient Simulation of Quantum State Reduction. Journal of Mathematical Physics, 43(11), 5254 - 5261. ISSN 0022-2488
Hughston, L P. 2002. Symbolic Meaning for Numbers. GARP Risk Review(7), p. 41.
Brody, D C and Hughston, L P. 2002. Stochastic Reduction in Nonlinear Quantum Mechanics. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 458(2021), 1117 - 1127. ISSN 1364-5021
Brody, D C and Hughston, L P. 2002. Entropy and Information in the Interest Rate Term Structure. Quantitative Finance, 2(1), 70 - 80. ISSN 1469-7688
Adler, S L; Brody, D C; Brun, T A and Hughston, L P. 2001. Martingale Models for Quantum State Reduction. Journal of Physics A: Mathematical and General, 34(42), 8795 - 8820. ISSN 0305-4470
Hughston, L P and Turnbull, S M. 2001. Credit Risk: Constructing the Basic Building Blocks. Economic Notes, 30(2), 281 - 292. ISSN 0391-5026
Brody, D C and Hughston, L P. 2001. Interest Rates and Information Geometry. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 457(2010), 1343 - 1363. ISSN 1364-5021
Brody, D C and Hughston, L P. 2001. Geometric Quantum Mechanics. Journal of Geometry and Physics, 38(1), 19 - 53. ISSN 0393-0440
Brody, D C and Hughston, L P. 2000. Information Content for Quantum States. Journal of Mathematical Physics, 41(5), 2586 - 2592. ISSN 0022-2488
Balland, P and Hughston, L P. 2000. Markov Market Model Consistent with Cap Smile. International Journal of Theoretical and Applied Finance, 3(2), 161 -181. ISSN 0219-0249
Hughston, L P. 2000. Not for the Faint-Hearted. Risk, 13(2), p. 59. ISSN 0952-8776
Hughston, L P and Turnbull, S M. 2000. Credit Derivatives Made Simple. Risk, 13(10), 36 - 43. ISSN 0952-8776
Hughston, L P. 1999. The Sticky Delta Model. Derivative Week,
Field, T R and Hughston, L P. 1999. The Geometry of Coherent States. Journal of Mathematical Physics, 40, pp. 2568-2583. ISSN 0022-2488
Brody, D C and Hughston, L P. 1999. Geometrization of Statistical Mechanics. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 455(1985), pp. 1683-1715. ISSN 1364-5021
Brody, D C and Hughston, L P. 1999. Thermalization of Quantum States. Journal of Mathematical Physics, 40(1), pp. 12-18. ISSN 0022-2488
Nurowski, P; Hughston, L P and Robinson, D R. 1999. Extensions of Bundles of Null Directions. Classical and Quantum Gravity, 16(1), pp. 255-279. ISSN 0264-9381
Brody, D C and Hughston, L P. 1998. The quantum canonical ensemble. Journal of Mathematical Physics, 39(12), pp. 6502-6508. ISSN 0022-2488
Brody, D C and Hughston, L P. 1998. Geometry of thermodynamic states. Physics Letters A, 245(1-2), pp. 73-78. ISSN 03759601
Brody, D C and Hughston, L P. 1998. Statistical Geometry in Quantum Mechanics. Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, 454(1977), pp. 2445-2475. ISSN 1364-5021
Brooks, W J and Hughston, L P. 1998. A Problem in Squash Strategy. The Mathematical Gazette, 72(460), pp. 92-95. ISSN 0025-5572
Brody, D C and Hughston, L P. 1998. Generalised Heisenberg Relations for Quantum Statistical Estimation. Physics Letters A, 236(4), pp. 257-262. ISSN 03759601
Hughston, L P. 1997. Financial Calculus. Risk, 10(3), pp. 63-64. ISSN 0952-8776
Flesaker, B and Hughston, L P. 1997. International Models for Interest Rates and Foreign Exchange. Net Exposure(3), pp. 55-79.
Brody, D C and Hughston, L P. 1996. Geometry of Quantum Statistical Inference. Physical Review Letters, 77(14), pp. 2851-2854. ISSN 0031-9007
Hughston, L P. 1996. Geometry of Stochastic State Vector Reduction. Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, 452(1947), pp. 953-979. ISSN 1364-5021
Hughston, L P. 1996. Pricing of Credit Derivatives. Risk Management(5), pp. 11-16. ISSN 1460-3799
Hughston, L P. 1996. Positive Interest. Risk, 9(1), pp. 46-49.
Hughston, L P. 1994. Financial Observables. International Derivative Review, December 1994.
Flesaker, B; Hughston, L P; Schreiber, L and Sprung, L. 1994. Taking All the Credit. Risk, 7(9), pp. 104-108.
Hughston, L P; Jozsa, R and Wootters, W K. 1993. A Complete Classification of Quantum Ensembles having a Given Density Matrix. Physics Letters A, 183(1), pp. 14-18. ISSN 0375-9601
Hughston, L P. 1993. Financial Geometry: a New Angle on Risk. International Derivative Review, September 1993.
Hughston, L P. 1989. Covered Warrants – Are They Really Covered? The Treasurer, pp. 32-34.
Hughston, L P. 1989. So Great an Absurdity. Times Higher Education Supplement(875), p. 19. ISSN 0049-3929
Hughston, L P. 1989. Time to Call on Japan’s Warrant Idea. International Money Marketing, p. 26.
Hughston, L P and Shaw, W T. 1988. Constraint-Free Analysis of Relativistic Strings. Classical and Quantum Gravity, 5(3), L69-L72. ISSN 0264-9381
Hughston, L P and Mason, L J. 1988. A Generalized Kerr-Robinson Theorem. Classical and Quantum Quantum Gravity, 5, pp. 275-285. ISSN 0264-9381
Hughston, L P and Shaw, W T. 1987. Classical Strings in Ten Dimensions. Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences, 414(1847), pp. 423-431. ISSN 0080-4630
Hughston, L P and Shaw, W T. 1987. Real Classical Strings. Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences, 414(1847), pp. 415-422. ISSN 0080-4630
Hughston, L P and Shaw, W T. 1987. Minimal Curves in Six Dimensions. Classical and Quantum Gravity, 4(4), pp. 869-892. ISSN 0264-9381
Hughston, L P. 1987. Remarks on Sommers’ Theorem. Classical and Quantum Gravity, 4, pp. 1809-1811. ISSN 0264-9381
Hughston, L P. 1986. Theoretical Physics: Supertwistors and Superstrings. Nature, 321(6068), pp. 381-382. ISSN 0028-0836
Hughston, L P. 1986. Points in Space-Time. Times Higher Education Supplement(715), p. 20. ISSN 0049-3929
Hughston, L P. 1984. Why the Apple Falls. Times Higher Education(620), iii-iii. ISSN 0049-3929
Hughston, L P and Hurd, T R. 1983. A CP5 Calculus for Space-Time Fields. Physics Reports, 100(5), pp. 273-326. ISSN 0370-1573
Hughston, L P and Hurd, T R. 1983. A Geometrical Approach to Bose and Fermi Statistics. Physics Letters B, 127(3-4), pp. 201-203. ISSN 03702693
Hughston, L P and Hurd, T R. 1983. A Manifestly Conformally Covariant CP5 Integral Formula for Massless Fields. Physics Letters B, 124(5), pp. 362-364. ISSN 0370-2693
Hughston, L P. 1982. The Relativistic Oscillator. Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences, 382(1783), pp. 459-466. ISSN 0080-4630
Hughston, L P and Hurd, T R. 1981. A Cohomological Description of Massive Fields. Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences, 378(1772), pp. 141-154. ISSN 0080-4630
Hughston, L P and Sheppard, M. 1980. On the Magnetic Moments of Hadrons. Reports on Mathematical Physics, 18(1), pp. 53-66. ISSN 0034-4877
Hughston, L P. 1980. The Twistor Particle Programme. Surveys in High Energy Physics, 1(4), pp. 313-332. ISSN 0142-2413
Hughston, L P and Sommers, P. 1973. The Symmetries of Kerr Black Holes. Communications in Mathematical Physics, 33(2), pp. 129-133. ISSN 0010-3616
Hughston, L P and Sommers, P. 1973. Spacetimes with Killing Tensors. Communications in Mathematical Physics, 32(2), pp. 147-152. ISSN 0010-3616
Hughston, L P; Penrose, R; Sommers, P and Walker, M. 1972. On a Quadratic First Integral for the Charged Particle Orbits in the Charged Kerr Solution. Communications in Mathematical Physics, 27(4), pp. 303-308. ISSN 0010-3616
Hughston, L P. 1971. Generalized Vaidya Metrics. International Journal of Theoretical Physics, 4(4), pp. 267-271. ISSN 0020-7748
Hughston, L P and Shepley, L C. 1970. Anisotropic, Multi-Fluid Cosmologies with Hypersurface Orthogonal Velocity Fields. The Astrophysical Journal, 160, pp. 333-336. ISSN 0004-637X
Hughston, L P and Jacobs, K C. 1970. Homogeneous Electromagnetic and Massive-Vector Fields in Bianchi Cosmologies. The Astrophysical Journal, 160, pp. 147-152. ISSN 0004-637X
Hughston, L P. 1969. Multifluid Cosmologies. The Astrophysical Journal, 158, pp. 987-989. ISSN 0004-637X