Lane P. Hughston
Goldsmiths, University of London
H-index: 35
Europe-United Kingdom
Top articles of Lane P. Hughston
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Decoherence implies information gain | arXiv preprint arXiv:2402.16740 | Dorje C Brody Lane P Hughston | 2024/2/26 |
Information-based trading | arXiv preprint arXiv:2201.08875 | George Bouzianis Lane P Hughston Leandro Sánchez-Betancourt | 2022/1/21 |
Mathematical foundations of complex tonality | Journal of Mathematics and Music, DOI: 10.1080/17459737.2023.2228546 | Jeffrey R Bolland Lane P Hughston | 2023/7/17 |
Valuation of a financial claim contingent on the outcome of a quantum measurement | arXiv preprint arXiv:2305.10239 | Lane P Hughston Leandro Sánchez-Betancourt | 2023/5/17 |
Lévy models for collapse of the wave function | Journal of Physics A: Mathematical and Theoretical | Dorje C Brody Lane P Hughston | 2023 |
On the pricing of storable commodities | D C Brody L P Hughston X Yang | 2022 | |
Dam rain and cumulative gain | Proceedings of the Royal Society of London A | Dorje C Brody Lane P Hughston Andrea Macrina | 2008/7/8 |
Financial informatics: an information-based approach to asset pricing | Dorje Brody Lane Hughston Andrea Macrina | 2022 | |
Quantum measurement of space-time events | Journal of Physics A: Mathematical and Theoretical | Dorje C Brody Lane P Hughston | 2021 |
Lévy-Ito models in finance | Probability Surveys | George Bouzianis Lane P Hughston Sebastian Jaimungal Leandro Sánchez-Betancourt | 2021 |
Theory of cryptocurrency interest rates | SIAM Journal on Financial Mathematics | Dorje Brody Lane Hughston Bernhard Meister | 2020 |
Optimal hedging in incomplete markets | Applied Mathematical Finance 27 (4) | George Bouzianis Lane P Hughston | 2020 |
Pricing with variance gamma information | Risks | Lane P Hughston Leandro Sánchez-Betancourt | 2020/12 |
Co-Authors
