L.C.G. Rogers
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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
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published
1979
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6 editions
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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus
by
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published
1987
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6 editions
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Numerical Methods in Finance (Publications of the Newton Institute, Series Number 13)
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published
1997
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5 editions
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Optimal Investment
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published
2013
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8 editions
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Paris-Princeton Lectures on Mathematical Finance 2002
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published
2006
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2 editions
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