Lane P. Hughston

From MaRDI portal
Person:182019

Available identifiers

zbMath Open hughston.lane-pWikidataQ6485432 ScholiaQ6485432MaRDI QIDQ182019

List of research outcomes

PublicationDate of PublicationType
Lévy models for collapse of the wave function2023-03-07Paper
Quantum measurement of space-time events2023-02-07Paper
Mathematical Foundations of Complex Tonality2022-08-09Paper
L\'evy Models for Collapse of the Wave Function2022-07-25Paper
Lévy random bridges and the modelling of financial information2022-04-29Paper
Lévy information and the aggregation of risk aversion2022-04-29Paper
Credit Risk, Market Sentiment and Randomly-Timed Default2022-04-29Paper
INFORMATION-BASED ASSET PRICING2022-04-29Paper
Beyond Hazard Rates: A New Framework for Credit-Risk Modelling2022-04-29Paper
Dam rain and cumulative gain2022-04-29Paper
Informed traders2022-04-29Paper
Modelling Information Flows in Financial Markets2022-04-29Paper
Signal processing with Lévy information2022-04-29Paper
Pricing with Variance Gamma Information2022-04-29Paper
On the Pricing of Storable Commodities2022-04-29Paper
Lévy-Ito models in finance2021-07-05Paper
Optimal Hedging in Incomplete Markets2021-06-17Paper
Theory of Cryptocurrency Interest Rates2020-05-29Paper
DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS2019-03-15Paper
Entropy and information in the interest rate term structure2019-01-14Paper
Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics2018-11-20Paper
LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS2018-06-07Paper
SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST2018-04-13Paper
Pricing Fixed-Income Securities in an Information-Based Framework2017-10-05Paper
Signal processing with Lévy information2017-09-29Paper
Theoretical physics: Supertwistors and superstrings2017-09-01Paper
General theory of geometric Lévy models for dynamic asset pricing2017-06-07Paper
Thermodynamics of quantum heat bath2016-11-11Paper
Quantum State Reduction2016-11-08Paper
Lévy information and the aggregation of risk aversion2016-11-02Paper
Fragile entanglement statistics2015-11-11Paper
Surveying points in the complex projective plane2015-11-09Paper
Universal Quantum Measurements2015-05-08Paper
Stable-1/2 bridges and insurance2015-04-08Paper
Discrete-time interest rate modelling2013-05-14Paper
Rational term structure models with geometric Lévy martingales2012-12-13Paper
Effects of quantum entanglement in phase transitions2012-05-11Paper
CONDITIONAL DENSITY MODELS FOR ASSET PRICING2012-04-24Paper
Modelling Information Flows in Financial Markets2011-08-08Paper
Credit Risk, Market Sentiment and Randomly-Timed Default2011-07-13Paper
Lévy random bridges and the modelling of financial information2011-06-15Paper
Dequantization of the Dirac monopole2010-05-19Paper
Nonlinearity and constrained quantum motion2010-03-22Paper
Metric approach to quantum constraints2009-08-04Paper
https://portal.mardi4nfdi.de/entity/Q55061922009-01-28Paper
Dam rain and cumulative gain2009-01-06Paper
Symplectic approach to quantum constraints2008-12-16Paper
Information, Inflation, and Interest2008-11-04Paper
MARKOV MARKET MODEL CONSISTENT WITH CAP SMILE2008-09-03Paper
INFORMATION-BASED ASSET PRICING2008-08-26Paper
Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function2008-02-15Paper
Quantum phase transitions without thermodynamic limits2008-02-08Paper
Theory of quantum space-time2007-11-21Paper
Unitarity, ergodicity and quantum thermodynamics2007-07-11Paper
Finite-time stochastic reduction models2007-05-16Paper
Exactly solvable quantum state reduction models with time-dependent coupling2006-09-28Paper
https://portal.mardi4nfdi.de/entity/Q54804322006-08-01Paper
Quantum noise and stochastic reduction2006-03-13Paper
A chaotic approach to interest rate modelling2005-05-20Paper
Efficient simulation of quantum state reduction2004-12-14Paper
https://portal.mardi4nfdi.de/entity/Q48100802004-08-31Paper
https://portal.mardi4nfdi.de/entity/Q48100832004-08-31Paper
Relaxation of quantum states under energy perturbations2004-08-06Paper
Chaos and coherence: a new framework for interest–rate modelling2004-08-06Paper
Geometrization of statistical mechanics2003-03-16Paper
Interest rates and information geometry2003-02-06Paper
Stochastic reduction in nonlinear quantum mechanics2002-08-15Paper
Martingale models for quantum state reduction2002-06-11Paper
Geometry of stochastic state vector reduction2002-05-20Paper
https://portal.mardi4nfdi.de/entity/Q27603992002-01-06Paper
https://portal.mardi4nfdi.de/entity/Q27614352002-01-03Paper
Information content for quantum states2001-08-30Paper
Geometric quantum mechanics2001-07-02Paper
https://portal.mardi4nfdi.de/entity/Q44005252001-05-16Paper
Statistical geometry in quantum mechanics2000-10-18Paper
Geometry of Quantum Statistical Inference2000-07-16Paper
Geometry of thermodynamic states2000-03-08Paper
Generalised Heisenberg relations for quantum statistical estimation2000-03-07Paper
The quantum canonical ensemble1999-11-21Paper
Thermalization of quantum states1999-11-21Paper
The geometry of coherent states1999-11-21Paper
Extensions of bundles of null directions1999-11-18Paper
https://portal.mardi4nfdi.de/entity/Q42183861998-11-11Paper
https://portal.mardi4nfdi.de/entity/Q43214191995-02-19Paper
https://portal.mardi4nfdi.de/entity/Q39977271992-09-17Paper
https://portal.mardi4nfdi.de/entity/Q32027861989-01-01Paper
A generalised Kerr-Robinson theorem1988-01-01Paper
Constraint-free analysis of relativistic strings1988-01-01Paper
Remarks on Sommers' theorem1987-01-01Paper
Classical strings in ten dimensions1987-01-01Paper
Real classical strings1987-01-01Paper
Minimal curves in six dimensions1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38006741987-01-01Paper
A cohomological description of massive fields1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38848641979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39652391979-01-01Paper
Spacetimes with Killing tensors1973-01-01Paper
The symmetries of Kerr black holes1973-01-01Paper

Research outcomes over time


Doctoral students

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