Decoherence Implies Information Gain Brody, D C and Hughston, L P. 2025. Decoherence Implies Information Gain. Physical Review Research, 7, L012040. ISSN 2643-1564
Brief Synopsis of the Scientific Career of T. R. Hurd 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
Information-Based Trading 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
Mathematical Foundations of Complex Tonality 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
Lévy Models for Collapse of the Wave Function 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
Quantum Measurement of Space-Time Events 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
Lévy-Ito Models in Finance 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
Pricing with Variance Gamma Information Hughston, L P and Sánchez-Betancourt, L. 2020. Pricing with Variance Gamma Information. Risks, 8(4), 105. ISSN 2227-9091
Theory of Cryptocurrency Interest Rates 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
Optimal Hedging in Incomplete Markets Bouzianis, G and Hughston, L P. 2020. Optimal Hedging in Incomplete Markets. Applied Mathematical Finance, 27(4), pp. 265-287. ISSN 1350-486X
Determination of the Lévy Exponent in Asset Pricing Models 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
Lévy-Vasicek Models and the Long-Bond Return Process 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
Thermodynamics of Quantum Heat Bath 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
Surveying Points in the Complex Projective Plane 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
Fragile Entanglement Statistics 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
Universal Quantum Measurements Brody, D C and Hughston, L P. 2015. Universal Quantum Measurements. Journal of Physics: Conference Series, 624, 012002. ISSN 1742-6588
Lévy Information and the Aggregation of Risk Aversion 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
Signal Processing with Lévy Information 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
General Theory of Geometric Lévy Models for Dynamic Asset Pricing 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
Conditional Density Models for Asset Pricing 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
Lévy Random Bridges and the Modelling of Financial Information 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
Effects of Quantum Entanglement in Phase Transitions 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
Nonlinearity and Constrained Quantum Motion 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
Metric Approach to Quantum Constraints 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
Informed Traders 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
Symplectic Approach to Quantum Constraints 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
Dam Rain and Cumulative Gain 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
Information-Based Asset Pricing 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
Quantum Phase Transitions Without Thermodynamic Limits 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
Unitarity, Ergodicity and Quantum Thermodynamics 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
On Quantum Microcanonical Equilibrium 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
Entanglement of Three-Qubit Geometry 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
Exactly Solvable Quantum State Reduction Models with Time-Dependent Coupling 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
Quantum Noise and Stochastic Reduction 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
Theory of Quantum Space-Time 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
Finite-Time Stochastic Reduction Models Brody, D C and Hughston, L P. 2005. Finite-Time Stochastic Reduction Models. Journal of Mathematical Physics, 46(8), 082101. ISSN 0022-2488
A Chaotic Approach to Interest Rate Modelling 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
Chaos and Coherence: a New Framework for Interest Rate Modelling 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
Relaxation of Quantum States under Energy Perturbations 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
Efficient Simulation of Quantum State Reduction 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
Stochastic Reduction in Nonlinear Quantum Mechanics 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
Martingale Models for Quantum State Reduction 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
Interest Rates and Information Geometry 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
Geometric Quantum Mechanics Brody, D C and Hughston, L P. 2001. Geometric Quantum Mechanics. Journal of Geometry and Physics, 38(1), 19 - 53. ISSN 0393-0440
Information Content for Quantum States Brody, D C and Hughston, L P. 2000. Information Content for Quantum States. Journal of Mathematical Physics, 41(5), 2586 - 2592. ISSN 0022-2488
Markov Market Model Consistent with Cap Smile 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
Not for the Faint-Hearted Hughston, L P. 2000. Not for the Faint-Hearted. Risk, 13(2), p. 59. ISSN 0952-8776
Credit Derivatives Made Simple Hughston, L P and Turnbull, S M. 2000. Credit Derivatives Made Simple. Risk, 13(10), 36 - 43. ISSN 0952-8776
The Geometry of Coherent States Field, T R and Hughston, L P. 1999. The Geometry of Coherent States. Journal of Mathematical Physics, 40, pp. 2568-2583. ISSN 0022-2488
Geometrization of Statistical Mechanics 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
Extensions of Bundles of Null Directions 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
Thermalization of Quantum States Brody, D C and Hughston, L P. 1999. Thermalization of Quantum States. Journal of Mathematical Physics, 40(1), pp. 12-18. ISSN 0022-2488
The quantum canonical ensemble Brody, D C and Hughston, L P. 1998. The quantum canonical ensemble. Journal of Mathematical Physics, 39(12), pp. 6502-6508. ISSN 0022-2488
Geometry of thermodynamic states Brody, D C and Hughston, L P. 1998. Geometry of thermodynamic states. Physics Letters A, 245(1-2), pp. 73-78. ISSN 03759601
Statistical Geometry in Quantum Mechanics 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
A Problem in Squash Strategy Brooks, W J and Hughston, L P. 1998. A Problem in Squash Strategy. The Mathematical Gazette, 72(460), pp. 92-95. ISSN 0025-5572
Financial Calculus Hughston, L P. 1997. Financial Calculus. Risk, 10(3), pp. 63-64. ISSN 0952-8776
Geometry of Quantum Statistical Inference Brody, D C and Hughston, L P. 1996. Geometry of Quantum Statistical Inference. Physical Review Letters, 77(14), pp. 2851-2854. ISSN 0031-9007
Geometry of Stochastic State Vector Reduction 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
Positive Interest Hughston, L P. 1996. Positive Interest. Risk, 9(1), pp. 46-49.
Pricing of Credit Derivatives Hughston, L P. 1996. Pricing of Credit Derivatives. Risk Management(5), pp. 11-16. ISSN 1460-3799
Financial Observables Hughston, L P. 1994. Financial Observables. International Derivative Review, December 1.
Taking All the Credit Flesaker, B; Hughston, L P; Schreiber, L and Sprung, L. 1994. Taking All the Credit. Risk, 7(9), pp. 104-108.
Constraint-Free Analysis of Relativistic Strings 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
A Generalized Kerr-Robinson Theorem 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
Real Classical Strings 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
Classical Strings in Ten Dimensions 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
Remarks on Sommers’ Theorem Hughston, L P. 1987. Remarks on Sommers’ Theorem. Classical and Quantum Gravity, 4, pp. 1809-1811. ISSN 0264-9381
Minimal Curves in Six Dimensions 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
Points in Space-Time Hughston, L P. 1986. Points in Space-Time. Times Higher Education Supplement(715), p. 20. ISSN 0049-3929
Why the Apple Falls Hughston, L P. 1984. Why the Apple Falls. Times Higher Education(620), iii-iii. ISSN 0049-3929
A CP5 Calculus for Space-Time Fields 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
The Relativistic Oscillator 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
A Cohomological Description of Massive Fields 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
On the Magnetic Moments of Hadrons 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
The Twistor Particle Programme Hughston, L P. 1980. The Twistor Particle Programme. Surveys in High Energy Physics, 1(4), pp. 313-332. ISSN 0142-2413
The Symmetries of Kerr Black Holes 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
Spacetimes with Killing Tensors Hughston, L P and Sommers, P. 1973. Spacetimes with Killing Tensors. Communications in Mathematical Physics, 32(2), pp. 147-152. ISSN 0010-3616
Generalized Vaidya Metrics Hughston, L P. 1971. Generalized Vaidya Metrics. International Journal of Theoretical Physics, 4(4), pp. 267-271. ISSN 0020-7748
An Introduction to General Relativity Hughston, L P and Tod, K P. 1990. An Introduction to General Relativity. Cambridge: Cambridge University Press. ISBN 0521327059
Twistors and Particles Hughston, L P. 1979. Twistors and Particles. Berlin: Springer. ISBN 9783540092445
Book Section
On the Pricing of Storable Commodities 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
Quantum State Reduction 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
Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics 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
Stable-1/2 bridges and Insurance Hoyle, E; Hughston, L P and Macrina, A. 2015. Stable-1/2 bridges and Insurance. In: A Palczewski and L Stettner, eds. Advances in Mathematics of Finance. Warsaw, Poland: Banach Center Publications, Volume 104, Institute of Mathematics, Polish Academy of Sciences, pp. 95-120.
Foreword Hughston, L P. 2014. Foreword. In: A Lipton, ed. Risk Magazine Quant of the Year: Award-Winning Papers, 2000-14. London: Risk Books, xvii-xviii. ISBN 9781782720980
On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals Hughston, L P and Mina, F. 2012. On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals. In: A Takahashi; Y Muromachi and H Nakaoka, eds. Recent Advances in Financial Engineering 2011. Singapore: World Scientific Publishing Company, pp. 1-20. ISBN 9789814407328
Modelling Information Flows in Financial Markets Brody, D C; Hughston, L P and Macrina, A. 2011. Modelling Information Flows in Financial Markets. In: G Di Nunno and B Øksendal, eds. Advanced Mathematical Methods for Finance. Berlin: Springer-Verlag, pp. 133-154. ISBN 9783642184116
Credit Risk, Market Sentiment and Randomly-Timed Default Brody, D C; Hughston, L P and Macrina, A. 2010. Credit Risk, Market Sentiment and Randomly-Timed Default. In: D Crisan, ed. Stochastic Analysis 2010. Berlin: Springer-Verlag, pp. 267-280. ISBN 9783642153570
Discrete-Time Interest-Rate Modelling Hughston, L P and Macrina, A. 2010. Discrete-Time Interest-Rate Modelling. In: M Ruzhansky and J Wirth, eds. Progress in Analysis and its Applications: Proceedings of the 7th International ISAAC Congress. Singapore: World Scientific Publishing Company, pp. 417-423. ISBN 9789814313162
Information, Inflation, and Interest Hughston, L P and Macrina, A. 2008. Information, Inflation, and Interest. In: L Stettner, ed. Advances in Mathematics of Finance. Warsaw, Poland: Banach Center Publications, Institute of Mathematics, Polish Academy of Sciences, pp. 117-138.
Beyond Hazard Rates: A New Framework for Credit-Risk Modelling Brody, Dorje C; Hughston, L P and Macrina, Andrea. 2007. Beyond Hazard Rates: A New Framework for Credit-Risk Modelling. In: M C Fu; R A Jarrow; J J Yen and R J Elliott, eds. Advances in Mathematical Finance. Birkhäuser, pp. 231-257. ISBN 9780817645441
Quantum States and Space-Time Causality Brody, D C and Hughston, L P. 2006. Quantum States and Space-Time Causality. In: Shinto Eguchi; Paulo Gibilisco; Paul Marriot; Hiroshi Nagaoka and Giovanni Pistone, eds. Proceedings of the 2nd International Symposium on Information Geometry and its Applications. Tokyo: University of Tokyo, 181 - 189.
Twistor Cosmology and Quantum Space-Time Brody, D C and Hughston, L P. 2005. Twistor Cosmology and Quantum Space-Time. In: J Lukierski and D Sorokin, eds. Fundamental interactions and twistor-like methods: XIX Max Born Symposium. 767 (1) Melville, NY: American Institute of Physics, pp. 57-95. ISBN 0735402523
Credit Derivatives Made Simple Hughston, L P. 2003. Credit Derivatives Made Simple. In: Michael B Gordy, ed. Credit Risk Modelling, The Cutting Edge Collection: Technical Papers published in Risk 1999-2003. London: Risk Books. ISBN 1904339085
The Past, Present and Future of Term Structure Modelling Hughston, L P. 2003. The Past, Present and Future of Term Structure Modelling. In: P Field, ed. Modern Risk Management: A History. London: Risk Publications, pp. 107-132. ISBN 1904339050
Applications of Information Geometry to Interest Rate Theory Brody, D C and Hughston, L P. 2001. Applications of Information Geometry to Interest Rate Theory. In: P Sollich; A Coolen; L P Hughston and R F Streater, eds. Disordered and Complex Systems. 535 (1) Melville, NY: American Institute of Physics, 281 - 287. ISBN 1563969831
Martingale Approach to Real Options Hughston, L P and Zervos, M. 2001. Martingale Approach to Real Options. In: P Sollich; A Coolen; L P Hughston and R F Streater, eds. Disordered and Complex Systems. 535 (1) Melville, NY: American Institute of Physics, 325 - 330. ISBN 1563969831
A Novel Approach to Quantum Gravity Hughston, L P. 2001. A Novel Approach to Quantum Gravity. In: L J Mason; L P Hughston; P K Kobak and K Pulverer, eds. Further Advances in Twistor Theory, Volume III: Curved Twistor Spaces. London: Chapman & Hall/CRC Press, 367 - 369. ISBN 1584880473
Positive Interest: an Afterword Flesaker, B and Hughston, L P. 1998. Positive Interest: an Afterword. In: M Broadie and P Glasserman, eds. Hedging with Trees: Advances in Pricing and Risk Managing Derivatives. Risk Publications, pp. 120-124. ISBN 1899332022
Geometric Models for Quantum Statistical Inference Brody, D C and Hughston, L P. 1998. Geometric Models for Quantum Statistical Inference. In: S A Huggett; L J Mason; K P Tod and S T Tsou, eds. The Geometric Universe: Science, Geometry, and the Work of Roger Penrose. Oxford: Oxford University Press, pp. 265-276. ISBN 0198500599
Exotic Interest Rate Options Flesaker, B and Hughston, L P. 1997. Exotic Interest Rate Options. In: L Clewlow and C Strickland, eds. Exotic Options: the State of the Art. International Thompson Publishing, pp. 209-227. ISBN 0412631709
Dynamic Models of Yield Curve Evolution Flesaker, B and Hughston, L P. 1997. Dynamic Models of Yield Curve Evolution. In: M A H Dempster and S R Pliska, eds. Mathematics of Derivative Securities. Cambridge: Cambridge University Press, pp. 294-314. ISBN 9780521584241
Positive Interest: Foreign Exchange Flesaker, B and Hughston, L P. 1996. Positive Interest: Foreign Exchange. In: L P Hughston, ed. Vasicek and Beyond. London: Risk Publications, pp. 351-367. ISBN 1899332502
Geometric Aspects of Quantum Mechanics Hughston, L P. 1995. Geometric Aspects of Quantum Mechanics. In: S A Huggett, ed. Twistor Theory. Marcel Dekker, pp. 59-79.
Spinor Parametrizations of Minimal Surfaces Hughston, L P and Shaw, W T. 1990. Spinor Parametrizations of Minimal Surfaces. In: D C Handscomb, ed. Mathematics of Surfaces. 3 Oxford: Oxford University Press, pp. 359-372. ISBN 0198536291
Twistors and Strings Hughston, L P and Shaw, W T. 1990. Twistors and Strings. In: R Baston and T N Bailey, eds. Twistors in Mathematics and Physics. Cambridge: Cambridge University Press, pp. 218-245. ISBN 9780521397834
Applications of SO(8) Spinors Hughston, L P. 1987. Applications of SO(8) Spinors. In: W Rindler and A Trautman, eds. Gravitation and Geometry. Naples: Bibliopolis, pp. 243-278. ISBN 9788870881424
Entropy, Uncertainty, and Nonlinearity Hughston, L P. 1986. Entropy, Uncertainty, and Nonlinearity. In: C J Isham and R Penrose, eds. Quantum Concepts in Space and Time. Oxford: Oxford University Press, pp. 174-181. ISBN 0198519729
Some New Contour Integral Formulae Hughston, L P. 1979. Some New Contour Integral Formulae. In: D Lerner and P D Sommers, eds. Complex Manifold Techniques in Theoretical Physics. London: Pitman, pp. 115-125. ISBN 0273084372
On an Einstein-Maxwell Field with a Null Source Hughston, L P. 1972. On an Einstein-Maxwell Field with a Null Source. In: D Farnsworth; J Fink; J Porter and A Thompson, eds. Methods of Local and Global Differential Geometry in General Relativity. 14 Berlin: Springer, pp. 121-125. ISBN 3540057935
Finance at Fields Grasselli, M R and Hughston, L P, eds. 2012. Finance at Fields. Singapore: World Scientific Publishing Company. ISBN 9789814407885
Disordered and Complex Systems 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