Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2009 | Informed traders | Brody, DC; Davis, MHA; Friedman, RL; Hughston, LP |
| 2016 | Geometric aspects of space-time reflection symmetry in quantum mechanics | Brody, DC; Bender, CM; Hughston, LP; Meister, BK |
| 2016 | Thermodynamics of quantum heat bath | Brody, DC; Hughston, LP |
| 2012 | General theory of geometric Lévy models for dynamic asset pricing | Brody, DC; Hughston, LP; Mackie, E |
| 2013 | Signal processing with Lévy information | Brody, DC; Hughston, LP; Yang, X |
| 28-May-2018 | Lévy-Vasicek models and the long-bond return process | Brody, DC; Hughston, LP; Meier, DM |