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
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
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
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
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
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