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Results:
1-8
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Results: 8
Authors:
Rogers, L. C. G.
Citation: G. Rogers, L. C., Fluid Models in Queueing Theory and Wiener-Hopf Factorization of Markov Chains, Annals of applied probability , 4(2), 1994, pp. 390-413
Authors:
Rogers, L. C. G.
Citation: G. Rogers, L. C., The two-sided exit problem for spectrally positive Lévy processes, Advances in applied probability , 22(2), 1990, pp. 486-487
Authors:
Rogers, L. C. G.
Zane, O.
Citation: G. Rogers, L. C. et O. Zane,, Saddlepoint approximations to option prices, Annals of applied probability , 9(2), 1999, pp. 493-503
Authors:
Rogers, L. C. G.
Satchell, S. E.
Citation: G. Rogers, L. C. et E. Satchell, S., Estimating Variance From High, Low and Closing Prices, Annals of applied probability , 1(4), 1991, pp. 504-512
Authors:
Embrechts, P.
Rogers, L. C. G.
Yor, M.
Citation: P. Embrechts, et al., A Proof of Dassios' Representation of the |alpha-Quantile of Brownian Motion with Drift, Annals of applied probability , 5(3), 1995, pp. 757-767
Authors:
Rogers, L. C. G.
Zhou, Fanyin
Citation: G. Rogers, L. C. et Zhou, Fanyin, Estimating correlation from high, low, opening and closing prices, Annals of applied probability , 18(2), 2008, pp. 813-823
Authors:
Rogers, L. C. G.
Citation: G. Rogers, L. C., Ignatov's theorem: an abbreviation of the proof of Engelen, Tommassen and Vervaat, Advances in applied probability , 21(4), 1989, pp. 933-934
Authors:
Kalvis M. Jansons,
Rogers, L. C. G.
Citation: Kalvis M. Jansons, et G. Rogers, L. C., Decomposing the Branching Brownian Path, Annals of applied probability , 2(4), 1992, pp. 973-986
Risultati:
1-8
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