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Statistical Laboratory

Publications

Sense, nonsense and the S&P 500
LCG Rogers
– Decisions in Economics and Finance
(2018)
41,
447
Investing and Stopping
M Duembgen, LCG Rogers
– Journal of Applied Probability
(2018)
51,
898
Combining different models
LCG Rogers
– Mathematics and Financial Economics
(2018)
12,
97
A Guided Tour through Excursions
LCG ROGERS
– Bulletin of the London Mathematical Society
(2016)
21,
305
Smooth Transition Densities for One-Dimensional Diffusions
LCG ROGERS
– Bulletin of the London Mathematical Society
(2016)
17,
157
Wiener-Hopf Factorization of Diffusions and Lévy Processes
LCG ROGERS
– Proceedings of the London Mathematical Society
(2016)
s3-47,
177
Fastest Coupling of Random Walks
LCG Rogers
– Journal of the London Mathematical Society
(2016)
60,
630
Characterising One‐Dimensional Diffusions using Stochastic Calculus
LCG ROGERS
– Bulletin of the London Mathematical Society
(2016)
19,
183
The correlation of the maxima of correlated Brownian motions
LCG Rogers, L Shepp
– Journal of Applied Probability
(2016)
43,
880
Computing the invariant law of a fluid model
LCG ROGERS, Z SHI
– Journal of Applied Probability
(2016)
31,
885
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Frontpage talks

Statistics

Cambridge Statistics Clinic

24
Oct
14:00 - 15:00: Universal Copulas
Statistics

31
Oct
14:00 - 15:00: Title to be confirmed
Statistics

07
Nov
14:00 - 15:00: Title to be confirmed
Statistics

Research Group

Statistical Laboratory