The following pages link to L. C. G. Rogers (Q186794):
Displaying 50 items.
- The k-record processes are i.i.d. (Q3319501) (← links)
- (Q3330262) (← links)
- (Q3345543) (← links)
- (Q3345544) (← links)
- Stochastic ordering of order statistics (Q3354919) (← links)
- The Value of Insight (Q3387920) (← links)
- Option Pricing With Markov-Modulated Dynamics (Q3427488) (← links)
- MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) (← links)
- The two-sided exit problem for spectrally positive Lévy processes (Q3476089) (← links)
- Ignatov's theorem: an abbreviation of the proof of Engelen, Tommassen and Vervaat (Q3482645) (← links)
- VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123) (← links)
- Pathwise Stochastic Optimal Control (Q3506540) (← links)
- Dual Valuation and Hedging of Bermudan Options (Q3580040) (← links)
- ONE FOR ALL The Potential Approach to Pricing and Hedging (Q3618338) (← links)
- A DYNAMIC APPROACH TO THE MODELING OF CORRELATION CREDIT DERIVATIVES USING MARKOV CHAINS (Q3632193) (← links)
- (Q3675275) (← links)
- Smooth Transition Densities for One-Dimensional Diffusions (Q3740766) (← links)
- Characterising One-Dimensional Diffusions using Stochastic Calculus (Q3757099) (← links)
- (Q3763296) (← links)
- (Q3816798) (← links)
- (Q3866218) (← links)
- (Q3884925) (← links)
- (Q3911817) (← links)
- (Q3917261) (← links)
- A simple proof of Müntz's theorem (Q3923051) (← links)
- (Q3945339) (← links)
- (Q3945340) (← links)
- Multiple points of Markov processes in a complete metric space (Q3975580) (← links)
- Brownian Motion in a Wedge with Variable Skew Reflection (Q3979970) (← links)
- (Q4011272) (← links)
- Quadratic functionals of brownian motion, optimal control,and the “colditz” example (Q4034501) (← links)
- The probability that two samples in the plane will have disjoint convex hulls (Q4167330) (← links)
- Complete Models with Stochastic Volatility (Q4213031) (← links)
- (Q4218369) (← links)
- The harmonic functions of (<i>A</i><sub><i>t</i></sub>, <i>B</i><sub><i>t</i></sub>,) (Q4277221) (← links)
- Computing the invariant law of a fluid model (Q4322043) (← links)
- (Q4328337) (← links)
- (Q4356598) (← links)
- The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates (Q4372047) (← links)
- Arbitrage with Fractional Brownian Motion (Q4372054) (← links)
- (Q4429138) (← links)
- (Q4459810) (← links)
- Fastest Coupling of Random Walks (Q4487487) (← links)
- (Q4492756) (← links)
- (Q4508926) (← links)
- (Q4550917) (← links)
- THE POTENTIAL APPROACH IN PRACTICE (Q4565072) (← links)
- THE SQUARED ORNSTEIN‐UHLENBECK MARKET (Q4673668) (← links)
- Brownian Motions of Ellipsoids (Q4720500) (← links)
- (Q4725442) (← links)