List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Information-based trading International Journal of Theoretical and Applied Finance | 2024-11-27 | Paper |
| Brief synopsis of the scientific career of T. R. Hurd International Journal of Theoretical and Applied Finance | 2024-11-27 | Paper |
| Valuation of a financial claim contingent on the outcome of a quantum measurement Journal of Physics A: Mathematical and Theoretical | 2024-07-16 | Paper |
| Mathematical foundations of complex tonality Journal of Mathematics and Music | 2024-06-13 | Paper |
| Lévy models for collapse of the wave function Journal of Physics A: Mathematical and Theoretical | 2023-03-07 | Paper |
| Quantum measurement of space-time events Journal of Physics A: Mathematical and Theoretical | 2023-02-07 | Paper |
| Mathematical Foundations of Complex Tonality | 2022-08-09 | Paper |
| L\'evy Models for Collapse of the Wave Function (available as arXiv preprint) | 2022-07-25 | Paper |
| Dam rain and cumulative gain Financial Informatics | 2022-04-29 | Paper |
| Modelling information flows in financial markets Financial Informatics | 2022-04-29 | Paper |
| Lévy information and the aggregation of risk aversion Financial Informatics | 2022-04-29 | Paper |
| Credit risk, market sentiment and randomly-timed default Financial Informatics | 2022-04-29 | Paper |
| Information-based asset pricing Financial Informatics | 2022-04-29 | Paper |
| On the Pricing of Storable Commodities Financial Informatics | 2022-04-29 | Paper |
| Beyond hazard rates: a new framework for credit-risk modelling Financial Informatics | 2022-04-29 | Paper |
| Informed traders Financial Informatics | 2022-04-29 | Paper |
| Signal processing with Lévy information Financial Informatics | 2022-04-29 | Paper |
| Pricing with variance gamma information Financial Informatics | 2022-04-29 | Paper |
| Pricing with variance gamma information Financial Informatics | 2022-04-29 | Paper |
| Lévy random bridges and the modelling of financial information Financial Informatics | 2022-04-29 | Paper |
| Lévy-Ito models in finance Probability Surveys | 2021-07-05 | Paper |
| Optimal hedging in incomplete markets Applied Mathematical Finance | 2021-06-17 | Paper |
| Theory of Cryptocurrency Interest Rates SIAM Journal on Financial Mathematics | 2020-05-29 | Paper |
| Determination of the Lévy exponent in asset pricing models International Journal of Theoretical and Applied Finance | 2019-03-15 | Paper |
| Entropy and information in the interest rate term structure Quantitative Finance | 2019-01-14 | Paper |
| Geometric aspects of space-time reflection symmetry in quantum mechanics Springer Proceedings in Physics | 2018-11-20 | Paper |
| Lévy-Vasicek models and the long-bond return process International Journal of Theoretical and Applied Finance | 2018-06-07 | Paper |
| Social discounting and the long rate of interest Mathematical Finance | 2018-04-13 | Paper |
| Social discounting and the long rate of interest Mathematical Finance | 2018-04-13 | Paper |
| Pricing fixed-income securities in an information-based framework Applied Mathematical Finance | 2017-10-05 | Paper |
| Signal processing with Lévy information Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
| Theoretical physics: Supertwistors and superstrings Nature | 2017-09-01 | Paper |
| General theory of geometric Lévy models for dynamic asset pricing Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-06-07 | Paper |
| Thermodynamics of quantum heat bath Journal of Physics A: Mathematical and Theoretical | 2016-11-11 | Paper |
| Thermodynamics of quantum heat bath Journal of Physics A: Mathematical and Theoretical | 2016-11-11 | Paper |
| Quantum State Reduction | 2016-11-08 | Paper |
| Lévy information and the aggregation of risk aversion Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences | 2016-11-02 | Paper |
| Fragile entanglement statistics Journal of Physics A: Mathematical and Theoretical | 2015-11-11 | Paper |
| Fragile entanglement statistics Journal of Physics A: Mathematical and Theoretical | 2015-11-11 | Paper |
| Surveying points in the complex projective plane Advances in Mathematics | 2015-11-09 | Paper |
| Universal Quantum Measurements | 2015-05-08 | Paper |
| Stable-\(1/2\) bridges and insurance Banach Center Publications | 2015-04-08 | Paper |
| Discrete-time interest rate modelling Progress in Analysis and Its Applications | 2013-05-14 | Paper |
| Rational term structure models with geometric Lévy martingales Stochastics | 2012-12-13 | Paper |
| Effects of quantum entanglement in phase transitions Physics Letters. A | 2012-05-11 | Paper |
| CONDITIONAL DENSITY MODELS FOR ASSET PRICING International Journal of Theoretical and Applied Finance | 2012-04-24 | Paper |
| Modelling information flows in financial markets Advanced Mathematical Methods for Finance | 2011-08-08 | Paper |
| Credit risk, market sentiment and randomly-timed default Stochastic Analysis 2010 | 2011-07-13 | Paper |
| Lévy random bridges and the modelling of financial information Stochastic Processes and their Applications | 2011-06-15 | Paper |
| Informed traders Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2010-05-19 | Paper |
| Informed traders Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2010-05-19 | Paper |
| Nonlinearity and constrained quantum motion Journal of Physics A: Mathematical and Theoretical | 2010-03-22 | Paper |
| Metric approach to quantum constraints Journal of Physics A: Mathematical and Theoretical | 2009-08-04 | Paper |
| Beyond hazard rates: a new framework for credit-risk modelling | 2009-01-28 | Paper |
| Dam rain and cumulative gain Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences | 2009-01-06 | Paper |
| Symplectic approach to quantum constraints Journal of Physics A: Mathematical and Theoretical | 2008-12-16 | Paper |
| Information, Inflation, and Interest (available as arXiv preprint) | 2008-11-04 | Paper |
| MARKOV MARKET MODEL CONSISTENT WITH CAP SMILE International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
| Information-based asset pricing International Journal of Theoretical and Applied Finance | 2008-08-26 | Paper |
| Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function Journal of Applied Probability | 2008-02-15 | Paper |
| Quantum phase transitions without thermodynamic limits Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2008-02-08 | Paper |
| Quantum phase transitions without thermodynamic limits Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2008-02-08 | Paper |
| Theory of quantum space-time Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2007-11-21 | Paper |
| Unitarity, ergodicity and quantum thermodynamics Journal of Physics A: Mathematical and Theoretical | 2007-07-11 | Paper |
| Finite-time stochastic reduction models Journal of Mathematical Physics | 2007-05-16 | Paper |
| Exactly solvable quantum state reduction models with time-dependent coupling Journal of Physics A: Mathematical and General | 2006-09-28 | Paper |
| Twistor cosmology and quantum space-time (available as arXiv preprint) | 2006-08-01 | Paper |
| Quantum noise and stochastic reduction Journal of Physics A: Mathematical and General | 2006-03-13 | Paper |
| A chaotic approach to interest rate modelling Finance and Stochastics | 2005-05-20 | Paper |
| Efficient simulation of quantum state reduction Journal of Mathematical Physics | 2004-12-14 | Paper |
| scientific article; zbMATH DE number 2095962 (Why is no real title available?) | 2004-08-31 | Paper |
| scientific article; zbMATH DE number 2095965 (Why is no real title available?) | 2004-08-31 | Paper |
| Relaxation of quantum states under energy perturbations Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
| Chaos and coherence: a new framework for interest–rate modelling Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
| Geometrization of statistical mechanics Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2003-03-16 | Paper |
| Interest rates and information geometry Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences | 2003-02-06 | Paper |
| Stochastic reduction in nonlinear quantum mechanics Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2002-08-15 | Paper |
| Martingale models for quantum state reduction Journal of Physics A: Mathematical and General | 2002-06-11 | Paper |
| Geometry of stochastic state vector reduction Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2002-05-20 | Paper |
| International models for interest rates and foreign exchange. | 2002-01-06 | Paper |
| Introduction to `The new interest rate models. Recent developments in the theory and application of yield curve dynamics'. | 2002-01-03 | Paper |
| Information content for quantum states Journal of Mathematical Physics | 2001-08-30 | Paper |
| Geometric quantum mechanics Journal of Geometry and Physics | 2001-07-02 | Paper |
| scientific article; zbMATH DE number 1182465 (Why is no real title available?) | 2001-05-16 | Paper |
| Statistical geometry in quantum mechanics Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2000-10-18 | Paper |
| Geometry of Quantum Statistical Inference Physical Review Letters | 2000-07-16 | Paper |
| Geometry of thermodynamic states Physics Letters. A | 2000-03-08 | Paper |
| Generalised Heisenberg relations for quantum statistical estimation Physics Letters. A | 2000-03-07 | Paper |
| Thermalization of quantum states Journal of Mathematical Physics | 1999-11-21 | Paper |
| The quantum canonical ensemble Journal of Mathematical Physics | 1999-11-21 | Paper |
| The geometry of coherent states Journal of Mathematical Physics | 1999-11-21 | Paper |
| Extensions of bundles of null directions Classical and Quantum Gravity | 1999-11-18 | Paper |
| scientific article; zbMATH DE number 1222799 (Why is no real title available?) | 1998-11-11 | Paper |
| scientific article; zbMATH DE number 714408 (Why is no real title available?) | 1995-02-19 | Paper |
| scientific article; zbMATH DE number 48891 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 4178037 (Why is no real title available?) | 1989-01-01 | Paper |
| A generalised Kerr-Robinson theorem Classical and Quantum Gravity | 1988-01-01 | Paper |
| Constraint-free analysis of relativistic strings Classical and Quantum Gravity | 1988-01-01 | Paper |
| Minimal curves in six dimensions Classical and Quantum Gravity | 1987-01-01 | Paper |
| Real classical strings Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4067771 (Why is no real title available?) | 1987-01-01 | Paper |
| Classical strings in ten dimensions Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1987-01-01 | Paper |
| Remarks on Sommers' theorem Classical and Quantum Gravity | 1987-01-01 | Paper |
| A cohomological description of massive fields Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3787625 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3690334 (Why is no real title available?) | 1979-01-01 | Paper |
| The symmetries of Kerr black holes Communications in Mathematical Physics | 1973-01-01 | Paper |
| Spacetimes with Killing tensors Communications in Mathematical Physics | 1973-01-01 | Paper |
| Information-Based Trading (available as arXiv preprint) | N/A | Paper |
| Decoherence Implies Information Gain (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
This page was built for person: Lane P. Hughston
