Lane Palmer Hughston
Staff details

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
Article
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
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
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. 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
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; Jozsa, R and Wootters, W K. 1993. A Complete Classification of Quantum Ensembles having a Given Density Matrix. Physics Letters A, 183(1), pp. 14-18. ISSN 0375-9601
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 CP5 Calculus for Space-Time Fields. Physics Reports, 100(5), pp. 273-326. ISSN 0370-1573
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 and Hurd, T R. 1983. A Manifestly Conformally Covariant CP5 Integral Formula for Massless Fields. Physics Letters B, 124(5), pp. 362-364. ISSN 0370-2693
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 Sheppard, M. 1980. On the Magnetic Moments of Hadrons. Reports on Mathematical Physics, 18(1), pp. 53-66. ISSN 0034-4877
Hughston, L P. 1980. The Twistor Particle Programme. Surveys in High Energy Physics, 1(4), pp. 313-332. ISSN 0142-2413
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
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.
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.