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Lane P. Hughston

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2020 – today

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2022
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  - journals/corr/abs-2208-04974
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Jeffrey R. Boland, Lane P. Hughston:
Mathematical Foundations of Complex Tonality. CoRR abs/2208.04974 (2022)
2020
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Dorje C. Brody, Lane P. Hughston, Bernhard Meister:
Theory of Cryptocurrency Interest Rates. SIAM J. Financial Math. 11(1): 148-168 (2020)

2010 – 2019

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2012
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Dorje C. Brody, Lane P. Hughston, Xun Yang:
Signal processing with Levy information. CoRR abs/1207.4028 (2012)

2000 – 2009

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2008
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Dorje C. Brody, Mark H. A. Davis, Robyn L. Friedman, Lane P. Hughston:
Informed Traders. CoRR abs/0807.1253 (2008)
2005
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Lane P. Hughston, Avraam Rafailidis:
A chaotic approach to interest rate modelling. Finance Stochastics 9(1): 43-65 (2005)

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