# Lane Palmer Hughston

## Staff details

Position Professor of Mathematics
Department Computing
Email l.hughston (@gold.ac.uk)

Lane Hughston is Professor of Mathematics in the Department of Computing at Goldsmiths. His doctorate from the University of Oxford. He has carried out work in general relativity, cosmology, quantum mechanics, statistical mechanics, and a number of different areas of mathematical finance, including interest rates, foreign exchange, inflation, and asset pricing.

Lane 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.

Portrait by Helen Hulsey

## Research interests

Mathematical physics and mathematical finance

## Publications and research outputs

#### Conference or Workshop Item

Flesaker, B and Hughston, L P. 1994. 'Contingent Claim Replication in Continuous Time with Transaction Costs'. In: 29th Conference of the Western Finance Association. Santa Fe, New Mexico, United States.

Hughston, L P. 1994. 'Stochastic Differential Geometry, Financial Modelling, and Arbitrage-Free Pricing'. In: Cambridge Finance Forum. Cambridge University.

Hughston, L P. 1977. 'Twistor Cohomology and the Local Properties of Hertz Potentials in Linearized Gravitation'. In: 8th International Conference on General Relativity and Gravitation. University of Waterloo, Ontario, Canada.

#### Article

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

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

Hughston, L P and Sánchez-Betancourt, L. 2020. Pricing with Variance Gamma Information. Risks, 8(4), 105. ISSN 2227-9091

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

Bouzianis, G and Hughston, L P. 2020. Optimal Hedging in Incomplete Markets. Applied Mathematical Finance, 27(4), pp. 265-287. ISSN 1350-486X

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

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

Brody, D C and Hughston, L P. 2018. Social Discounting and the Long Rate of Interest. Mathematical Finance, 28(1), pp. 306-334. ISSN 0960-1627

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

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

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

Brody, D C and Hughston, L P. 2015. Universal Quantum Measurements. Journal of Physics: Conference Series, 624, 012002. ISSN 1742-6588

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

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

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

Hughston, L P and Macrina, A. 2012. Pricing Fixed-Income Securities in an Information-Based Framework. Applied Mathematical Finance, 19(4), pp. 361-379. ISSN 1350-486X

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

Brody, D C; Hughston, L P and Mackie, E. 2012. Rational Term Structure Models with Geometric Lévy Martingales. Stochastics, 84(5-6), pp. 719-740. ISSN 1744-2508

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

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

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

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

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

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

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

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

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

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

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

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

Bronstein, A L; Hughston, L P; Pistorius, M R and Zervos, M. 2006. Discretionary Stopping of One-Dimensional Itô Diffusions with a Staircase Reward Function. Journal of Applied Probability, 43(4), 984 - 986. ISSN 0021-9002

Hughston, L P. 2006. The Twistor Particle Programme. Surveys in High Energy Physics, 1(4), pp. 313-332. ISSN 0142-2413

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

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

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

Brody, D C and Hughston, L P. 2005. Finite-Time Stochastic Reduction Models. Journal of Mathematical Physics, 46(8), 082101. ISSN 0022-2488

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

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

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

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

Hughston, L P and Hurd, T R. 2002. A Manifestly Conformally Covariant CP5 Integral Formula for Massless Fields. Physics Letters B, 124(5), pp. 362-364. ISSN 03702693

Hughston, L P; Jozsa, R and Wootters, W K. 2002. A Complete Classification of Quantum Ensembles having a Given Density Matrix. Physics Letters A, 183(1), pp. 14-18. ISSN 03759601

Hughston, L P and Hurd, T R. 2002. A CP5 Calculus for Space-Time Fields. Physics Reports, 100(5), pp. 273-326. ISSN 03701573

Hughston, L P. 2002. Symbolic Meaning for Numbers. GARP Risk Review(7), p. 41.

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

Hughston, L P and Sheppard, M. 2002. On the Magnetic Moments of Hadrons. Reports on Mathematical Physics, 18(1), pp. 53-66. ISSN 00344877

Brody, D C and Hughston, L P. 2002. Entropy and Information in the Interest Rate Term Structure. Quantitative Finance, 2(1), 70 - 80. ISSN 1469-7688

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

Hughston, L P and Turnbull, S M. 2001. Credit Risk: Constructing the Basic Building Blocks. Economic Notes, 30(2), 281 - 292. ISSN 0391-5026

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

Brody, D C and Hughston, L P. 2001. Geometric Quantum Mechanics. Journal of Geometry and Physics, 38(1), 19 - 53. ISSN 0393-0440

Brody, D C and Hughston, L P. 2000. Information Content for Quantum States. Journal of Mathematical Physics, 41(5), 2586 - 2592. ISSN 0022-2488

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

Hughston, L P. 2000. Not for the Faint-Hearted. Risk, 13(2), p. 59. ISSN 0952-8776

Hughston, L P and Turnbull, S M. 2000. Credit Derivatives Made Simple. Risk, 13(10), 36 - 43. ISSN ‎0952-8776

Hughston, L P. 1999. The Sticky Delta Model. Derivative Week,

Field, T R and Hughston, L P. 1999. The Geometry of Coherent States. Journal of Mathematical Physics, 40, pp. 2568-2583. ISSN 0022-2488

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

Brody, D C and Hughston, L P. 1999. Thermalization of Quantum States. Journal of Mathematical Physics, 40(1), pp. 12-18. ISSN 0022-2488

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

Brody, D C and Hughston, L P. 1998. The quantum canonical ensemble. Journal of Mathematical Physics, 39(12), pp. 6502-6508. ISSN 0022-2488

Brody, D C and Hughston, L P. 1998. Geometry of thermodynamic states. Physics Letters A, 245(1-2), pp. 73-78. ISSN 03759601

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

Brooks, W J and Hughston, L P. 1998. A Problem in Squash Strategy. The Mathematical Gazette, 72(460), pp. 92-95. ISSN 0025-5572

Brody, D C and Hughston, L P. 1998. Generalised Heisenberg Relations for Quantum Statistical Estimation. Physics Letters A, 236(4), pp. 257-262. ISSN 03759601

Hughston, L P. 1997. Financial Calculus. Risk, 10(3), pp. 63-64. ISSN 0952-8776

Flesaker, B and Hughston, L P. 1997. International Models for Interest Rates and Foreign Exchange. Net Exposure(3), pp. 55-79.

Brody, D C and Hughston, L P. 1996. Geometry of Quantum Statistical Inference. Physical Review Letters, 77(14), pp. 2851-2854. ISSN 0031-9007

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

Hughston, L P. 1996. Pricing of Credit Derivatives. Risk Management(5), pp. 11-16. ISSN 1460-3799

Hughston, L P. 1996. Positive Interest. Risk, 9(1), pp. 46-49.

Hughston, L P. 1994. Financial Observables. International Derivative Review, December 1994.

Flesaker, B; Hughston, L P; Schreiber, L and Sprung, L. 1994. Taking All the Credit. Risk, 7(9), pp. 104-108.

Hughston, L P. 1993. Financial Geometry: a New Angle on Risk. International Derivative Review, September 1993.

Hughston, L P. 1989. Covered Warrants – Are They Really Covered? The Treasurer, pp. 32-34.

Hughston, L P. 1989. So Great an Absurdity. Times Higher Education Supplement(875), p. 19. ISSN 0049-3929

Hughston, L P. 1989. Time to Call on Japan’s Warrant Idea. International Money Marketing, p. 26.

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

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

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

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

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

Hughston, L P. 1987. Remarks on Sommers’ Theorem. Classical and Quantum Gravity, 4, pp. 1809-1811. ISSN 0264-9381

Hughston, L P. 1986. Theoretical Physics: Supertwistors and Superstrings. Nature, 321(6068), pp. 381-382. ISSN 0028-0836

Hughston, L P. 1986. Points in Space-Time. Times Higher Education Supplement(715), p. 20. ISSN 0049-3929

Hughston, L P. 1984. Why the Apple Falls. Times Higher Education(620), iii-iii. ISSN 0049-3929

Hughston, L P and Hurd, T R. 1983. A Geometrical Approach to Bose and Fermi Statistics. Physics Letters B, 127(3-4), pp. 201-203. ISSN 03702693

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

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

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

Hughston, L P and Sommers, P. 1973. Spacetimes with Killing Tensors. Communications in Mathematical Physics, 32(2), pp. 147-152. ISSN 0010-3616

Hughston, L P; Penrose, R; Sommers, P and Walker, M. 1972. On a Quadratic First Integral for the Charged Particle Orbits in the Charged Kerr Solution. Communications in Mathematical Physics, 27(4), pp. 303-308. ISSN 0010-3616

Hughston, L P. 1971. Generalized Vaidya Metrics. International Journal of Theoretical Physics, 4(4), pp. 267-271. ISSN 0020-7748

Hughston, L P and Shepley, L C. 1970. Anisotropic, Multi-Fluid Cosmologies with Hypersurface Orthogonal Velocity Fields. The Astrophysical Journal, 160, pp. 333-336. ISSN 0004-637X

Hughston, L P and Jacobs, K C. 1970. Homogeneous Electromagnetic and Massive-Vector Fields in Bianchi Cosmologies. The Astrophysical Journal, 160, pp. 147-152. ISSN 0004-637X

Hughston, L P. 1969. Multifluid Cosmologies. The Astrophysical Journal, 158, pp. 987-989. ISSN 0004-637X

#### Book

Hughston, L P and Tod, K P. 1990. An Introduction to General Relativity. Cambridge: Cambridge University Press. ISBN 0521327059

Hughston, L P. 1979. Twistors and Particles. Berlin: Springer. ISBN 9783540092445

#### Book Section

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

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

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

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.

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

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

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

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

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

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.

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

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.

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

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

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

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

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

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

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

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

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

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

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

Hughston, L P. 1995. Geometric Aspects of Quantum Mechanics. In: S A Huggett, ed. Twistor Theory. Marcel Dekker, pp. 59-79.

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

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

Hughston, L P. 1988. Applications of Cartan Spinors to Differential Geometry in Higher Dimensions. In: A Trautman and G Furlan, eds. Spinors in Physics and Geometry. World Scientific, pp. 226-237. ISBN 9789814541510

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

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

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

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

#### Edited Book

Brody, D C; Hughston, L P and Macrina, A, eds. 2022. Financial Informatics: An Information-Based Approach to Asset Pricing. Singapore: World Scientific Publishing Company. ISBN 9811246483; 9789811246487

Grasselli, M R and Hughston, L P, eds. 2012. Finance at Fields. Singapore: World Scientific Publishing Company. ISBN 9789814407885

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

Mason, L J; Hughston, L P; Kobak, P K and Pulverer, K, eds. 2001. Further Advances in Twistor Theory, Volume III: Curved Twistor Spaces. London: Chapman & Hall/CRC Press. ISBN 1584880473

Hughston, L P, ed. 2000. The New Interest Rate Models. London: Risk Publications. ISBN 1899332979

Hughston, L P, ed. 1999. Options: Classic Approaches to Pricing and Modelling. London: Risk Publications. ISBN 1899332669

Hughston, L P, ed. 1996. Vasicek and Beyond: Approaches to Building and Applying Interest Rate Models. London: Risk Publications. ISBN 1899332502

Mason, L J; Hughston, L P and Kobak, P Z, eds. 1995. Further Advances in Twistor Theory, Volume II: Integrable Systems, Conformal Geometry, and Gravitation. Harlow: Longman. ISBN 0582004659

Mason, L J and Hughston, L P, eds. 1990. Further Advances in Twistor Theory, Volume I: The Penrose Transform and its Applications. Harlow: Longman. ISBN 0582004667

Hughston, L P and Ward, R S, eds. 1979. Advances in Twistor Theory. London: Pitman. ISBN 082248448X

#### Report

Hughston, L P. 1998. Inflation Derivatives. Working Paper. King’s College London, London.