Lane P. Hughston

Finance · 2001–2009

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Lane P. Hughston trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Dilip B Madan 5
  2. Marek Musiela
  3. Peter P. Carr
  4. Marek Rutkowski

Papers from Lane P. Hughston's perspective

Ordered by how strongly the researchers Lane P. Hughston trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Variance Gamma Process and Option Pricing
  2. Stochastic processes and orthogonal polynomials
  3. Martingale Methods in Financial Modelling
  4. The Variance Gamma (V.G.) Model for Share Market Returns
  5. Financial Derivatives in Theory and Practice
  6. Dam rain and cumulative gain (Proceedings of the Royal Society A)
  7. The History of the Dirichlet and Liouville Distributions
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Information Theory, Inference, and Learning Algorithms
  10. Lévy Processes in Finance: Pricing Financial Derivatives

Their papers