The following pages link to L. C. G. Rogers (Q186794):
Displaying 26 items.
- Volatility Estimation with Price Quanta (Q4791737) (← links)
- Monte Carlo valuation of American options (Q4795996) (← links)
- Large Investors, takeovers, and the rule of law (Q4796474) (← links)
- (Q4839090) (← links)
- Probability and dispersion theory (Q4853838) (← links)
- The value of an Asian option (Q4866783) (← links)
- (Q4868517) (← links)
- On coupling of random walks and renewal processes (Q4877409) (← links)
- Equivalent martingale measures and no-arbitrage (Q4885236) (← links)
- Equivalent martingale measures and no-arbitrage (Q4885245) (← links)
- Optimal Investment (Q4902479) (← links)
- Investing and Stopping (Q5176508) (← links)
- Addendum to ?it� excursion theory via resolvents? (Q5186510) (← links)
- Estimate nothing (Q5247922) (← links)
- Recurrence and transience of reflecting Brownian motion in the quadrant (Q5288387) (← links)
- Optimal Time to Exchange Two Baskets (Q5391079) (← links)
- DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS (Q5422630) (← links)
- (Q5751705) (← links)
- (Q5753321) (← links)
- The correlation of the maxima of correlated Brownian motions (Q5754697) (← links)
- Markov functions (Q5904836) (← links)
- The relaxed investor and parameter uncertainty (Q5936312) (← links)
- The maximum maximum of a martingale constrained by an intermediate law (Q5936994) (← links)
- The Bruss–Robertson–Steele inequality (Q6116760) (← links)
- Things we think we know (Q6599185) (← links)
- Yule's ``Nonsense correlation'': moments and density (Q6632611) (← links)
