L. C. G. Rogers

Identifiers

Open LibraryOL584420A

Top Subjects

Martingales (Mathematics) (2)
Diffusion processes (2)
Probability & Statistics - General (1)
Science (1)
Probability & statistics (1)
General (1)
Applied mathematics (1)

Books by L. C. G. Rogers

Total count: 7

Diffusions, Markov Processes and MartingalesIto Calculus (Probability & Mathematical Statistics Series)

John Wiley & Sons1988-01-01
Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market

Department of Applied Economics, University of Cambridge1993-01-01
Diffusions, Markov processes, and martingales2nd ed.

Wiley1994-01-01
Numerical Methods in Finance

Cambridge University Press2008-04-01
Optimal Investment

Springer2013-01-09
Optimal Investment (SpringerBriefs in Quantitative Finance)

Springer2013-01-10
Diffusions, Markov Processes and Martingales Vol. 2Itô Calculus

Cambridge University Press2014-01-01