A chaotic approach to interest rate modelling. - Lane P. Hughston; Avraam Rafailidis (Finance Stochastics, 2005)

Informed Traders - Dorje C. Brody; Mark H. A. Davis; Robyn L. Friedman; Lane P. Hughston (CoRR, 2008)

Signal processing with Levy information - Dorje C. Brody; Lane P. Hughston; Xun Yang (CoRR, 2012)

Theory of Cryptocurrency Interest Rates. - Dorje C. Brody; Lane P. Hughston; Bernhard Meister (SIAM J. Financial Math., 2020)

Mathematical Foundations of Complex Tonality. - Jeffrey R. Boland; Lane P. Hughston (CoRR, 2022)