The following pages link to L. C. G. Rogers (Q186794):
Displaying 50 items.
- Utilities bounded below (Q470662) (← links)
- Limit theorems for transient diffusions on the line (Q756275) (← links)
- The intrinsic local time sheet of Brownian motion (Q756287) (← links)
- Local time and stochastic area integrals (Q806176) (← links)
- Optimal exercise of executive stock options (Q1003338) (← links)
- Coupling of multidimensional diffusions by reflection (Q1076427) (← links)
- Self-avoiding random walk: A Brownian motion model with local time drift (Q1087233) (← links)
- Continuity of martingales in the Brownian excursion filtration (Q1087245) (← links)
- Characterizing all diffusions with the 2M-X property (Q1154744) (← links)
- Pascal processes and their characterization (Q1176549) (← links)
- Embedding optimal selection problems in a Poisson process (Q1177212) (← links)
- Asymptotic behavior of Brownian polymers (Q1203353) (← links)
- Decomposing the branching Brownian path (Q1203754) (← links)
- Probability theory and polymer physics (Q1279151) (← links)
- Saddlepoint approximations to option prices (Q1305423) (← links)
- On polymer conformations in elongational flows (Q1317413) (← links)
- The joint law of the maximum and terminal value of a martingale (Q1326340) (← links)
- Interacting Brownian particles and the Wigner law (Q1326345) (← links)
- Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains (Q1333380) (← links)
- Fast accurate binomial pricing (Q1381489) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- The value of foresight (Q1679467) (← links)
- Combining different models (Q1702881) (← links)
- Sense, nonsense and the S\&P500 (Q1715615) (← links)
- Optimal capital structure and endogenous default (Q1849796) (← links)
- A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift (Q1909401) (← links)
- Optimal and robust contracts for a risk-constrained principal (Q1932523) (← links)
- An asset return model capturing stylized facts (Q1935727) (← links)
- Market selection: hungry misers and bloated bankrupts (Q1938962) (← links)
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- The 1/e-strategy is sub-optimal for the problem of best choice under no information (Q2145815) (← links)
- The least favorable noise (Q2152568) (← links)
- When is it best to follow the leader? (Q2175325) (← links)
- Estimating correlation from high, low, opening and closing prices (Q2426612) (← links)
- Can the implied volatility surface move by parallel shifts? (Q2430258) (← links)
- Optimal stopping and embedding (Q2725312) (← links)
- Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Q2725318) (← links)
- Robust Hedging of Barrier Options (Q2757315) (← links)
- (Q2760397) (← links)
- (Q2782364) (← links)
- The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (Q2798586) (← links)
- Trading to Stops (Q2940780) (← links)
- A Guided Tour through Excursions (Q3031744) (← links)
- Wiener-Hopf Factorization of Diffusions and Lévy Processes (Q3036418) (← links)
- (Q3160516) (← links)
- THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737) (← links)
- Equity with Markov-modulated dividends (Q3182645) (← links)
- EVOLUTION OF FIRM SIZE (Q3191837) (← links)
- (Q3221144) (← links)
- It� excursion theory via resolvents (Q3308821) (← links)
