Statistics
Publications
82
Citations
10.5K
H-Index
42
Active since
1978
Affiliations
L. C. G. Rogers is an author at University of Cambridge specializing in stochastic processes, financial economics, and mathematics.
Publications per year
1978–2014
82
82
PROBABILITY: THEORY AND EXAMPLES
L. C. G. Rogers · Bulletin of the London Mathematical Society · 1992 · 1.5K citations
Arbitrage with Fractional Brownian Motion
L. C. G. Rogers · Mathematical Finance · 1997 · 622 citations
Social Sciences, Economics, Finance +13
L. C. G. Rogers, Zhan Shi · Journal of Applied Probability · 1995 · 536 citations
Business, Finance, Mathematics +14
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