Lane Hughston is Professor of Mathematics in the Department of Computing. His doctoral degree in mathematics is from the University of Oxford. He has carried out work in general relativity, cosmology, twistor theory, quantum mechanics, statistical mechanics, thermodynamics, and a number of different areas of mathematical finance and its applications, including interest rates, foreign exchange,, inflation, and information based asset pricing. He is Editor-in-Chief of International Journal of Theoretical and Applied Finance. He is a member of the London Mathematical Society, the European Mathematical Society, the American Finance Association, the American Physical Society, and the Society for Industrial and Applied Mathematics (SIAM). He is a Fellow of the Institute of Mathematics and its Applications, and is a lifetime member of the American Mathematical Society, the Bachelier Finance Society, and the International Society on General Relativity and Gravitation.
Mathematical physics, mathematical finance
Bouzianis, George and Hughston, Lane P.. 2019. Determination of the Lévy Exponent in Asset Pricing Models. International Journal of Theoretical and Applied Finance, 22(1), ARTN1950008. ISSN 0219-0249
Brody, Dorje C.; Hughston, Lane P. and Meier, David M. 2018. Lévy-Vasicek Models and the Long-Bond Return Process. International Journal of Theoretical and Applied Finance, 21(3), p. 1850026. ISSN 0219-0249
Bender, Carl M.; Brody, Dorje C.; Hughston, Lane P. and Meister, Bernhard K.. 2016. Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics. In: , ed. Geometric aspects of space-time reflection symmetry in quantum mechanics. 184 Berlin: Springer Verlag, pp. 185-199. ISBN 978-3-319-31354-2
Hoyle, E; Hughston, Lane P. and Macrina, A.. 2015. Stable-1/2 bridges and insurance. In: , ed. Stable-1/2 bridges and insurance. 104 Poland: Banach Center Publications, Volume 104, Institute of Mathematics, Polish Academy of Sciences, Warsaw, pp. 95-120.