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Results: 1-12 |
Results: 12
VOLATILITY ESTIMATION WITH PRICE QUANTA
Authors: ROGERS LCG
Citation: Lcg. Rogers, VOLATILITY ESTIMATION WITH PRICE QUANTA, Mathematical finance, 8(3), 1998, pp. 277-290
COMPLETE MODELS WITH STOCHASTIC VOLATILITY
Authors: HOBSON DG ROGERS LCG
Citation: Dg. Hobson et Lcg. Rogers, COMPLETE MODELS WITH STOCHASTIC VOLATILITY, Mathematical finance, 8(1), 1998, pp. 27-48
THE POTENTIAL APPROACH TO THE TERM STRUCTURE OF INTEREST-RATES AND FOREIGN-EXCHANGE RATES
Authors: ROGERS LCG
Citation: Lcg. Rogers, THE POTENTIAL APPROACH TO THE TERM STRUCTURE OF INTEREST-RATES AND FOREIGN-EXCHANGE RATES, Mathematical finance, 7(2), 1997, pp. 157-176
RECOVERY OF PREFERENCES FROM OBSERVED WEALTH IN A SINGLE REALIZATION
Authors: DYBVIG PH ROGERS LCG
Citation: Ph. Dybvig et Lcg. Rogers, RECOVERY OF PREFERENCES FROM OBSERVED WEALTH IN A SINGLE REALIZATION, The Review of financial studies, 10(1), 1997, pp. 151-174
ON COUPLING OF RANDOM-WALKS AND RENEWAL PROCESSES
Authors: LINDVALL T ROGERS LCG
Citation: T. Lindvall et Lcg. Rogers, ON COUPLING OF RANDOM-WALKS AND RENEWAL PROCESSES, Journal of Applied Probability, 33(1), 1996, pp. 122-126
PROBABILITY AND DISPERSION THEORY
Authors: JANSONS KM ROGERS LCG
Citation: Km. Jansons et Lcg. Rogers, PROBABILITY AND DISPERSION THEORY, IMA journal of applied mathematics, 55(2), 1995, pp. 149-162
THE VALUE OF AN ASIAN OPTION
Authors: ROGERS LCG SHI Z
Citation: Lcg. Rogers et Z. Shi, THE VALUE OF AN ASIAN OPTION, Journal of Applied Probability, 32(4), 1995, pp. 1077-1088
COMPUTING THE INVARIANT LAW OF A FLUID MODEL
Authors: ROGERS LCG SHI Z
Citation: Lcg. Rogers et Z. Shi, COMPUTING THE INVARIANT LAW OF A FLUID MODEL, Journal of Applied Probability, 31(4), 1994, pp. 885-896
ON POLYMER CONFORMATIONS IN ELONGATIONAL FLOWS
Authors: CHAN T DEAN DS JANSONS KM ROGERS LCG
Citation: T. Chan et al., ON POLYMER CONFORMATIONS IN ELONGATIONAL FLOWS, Communications in Mathematical Physics, 160(2), 1994, pp. 239-257
THE HARMONIC-FUNCTIONS OF (A(T), B(T))
Authors: ROGERS LCG
Citation: Lcg. Rogers, THE HARMONIC-FUNCTIONS OF (A(T), B(T)), Mathematical proceedings of the Cambridge Philosophical Society, 114, 1993, pp. 369-377
THE JOINT LAW OF THE MAXIMUM AND TERMINAL VALUE OF A MARTINGALE
Authors: ROGERS LCG
Citation: Lcg. Rogers, THE JOINT LAW OF THE MAXIMUM AND TERMINAL VALUE OF A MARTINGALE, Probability theory and related fields, 95(4), 1993, pp. 451-466
INTERACTING BROWNIAN PARTICLES AND THE WIGNER LAW
Authors: ROGERS LCG SHI Z
Citation: Lcg. Rogers et Z. Shi, INTERACTING BROWNIAN PARTICLES AND THE WIGNER LAW, Probability theory and related fields, 95(4), 1993, pp. 555-570
Risultati: 1-12 |