| Diffusions, Markov processes, and martingales: Itô calculus LCG Rogers, D Williams Cambridge university press, 2000 | 5075* | 2000 |
| Estimating variance from high, low and closing prices LCG Rogers, SE Satchell The Annals of Applied Probability, 504-512, 1991 | 892 | 1991 |
| Arbitrage with fractional Brownian motion LCG Rogers Mathematical finance 7 (1), 95-105, 1997 | 842 | 1997 |
| The value of an Asian option LCG Rogers, Z Shi Journal of Applied Probability 32 (4), 1077-1088, 1995 | 807 | 1995 |
| Monte Carlo valuation of American options LCG Rogers Mathematical Finance 12 (3), 271-286, 2002 | 755 | 2002 |
| Failure and rescue in an interbank network LCG Rogers, LAM Veraart Management Science 59 (4), 882-898, 2013 | 486 | 2013 |
| Complete models with stochastic volatility DG Hobson, LCG Rogers Mathematical Finance 8 (1), 27-48, 1998 | 432 | 1998 |
| Markov functions LCG Rogers, JW Pitman The Annals of Probability, 573-582, 1981 | 330 | 1981 |
| Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains LCG Rogers The Annals of Applied Probability, 390-413, 1994 | 313 | 1994 |
| Optimal capital structure and endogenous default B Hilberink, LCG Rogers Finance and Stochastics 6, 237-263, 2002 | 308 | 2002 |
| The potential approach to the term structure of interest rates and foreign exchange rates LCG Rogers Mathematical Finance 7 (2), 157-176, 1997 | 253 | 1997 |
| Coupling of multidimensional diffusions by reflection T Lindvall, LCG Rogers The Annals of Probability, 860-872, 1986 | 228 | 1986 |
| Which model for term-structure of interest rates should one use? LCG Rogers Institute for Mathematics and Its Applications 65, 93, 1995 | 223 | 1995 |
| Estimating the volatility of stock prices: a comparison of methods that use high and low prices LCG Rogers, SE Satchell, Y Yoon Applied Financial Economics 4 (3), 241-247, 1994 | 213 | 1994 |
| Robust hedging of barrier options H Brown, D Hobson, LCG Rogers Mathematical Finance 11 (3), 285-314, 2001 | 206 | 2001 |
| The relaxed investor and parameter uncertainty LCG Rogers Finance and stochastics 5, 131-154, 2001 | 189 | 2001 |
| Equivalent martingale measures and no-arbitrage LCG Rogers Stochastics: An International Journal of Probability and Stochastic …, 1994 | 189 | 1994 |
| Option pricing with Markov-modulated dynamics A Jobert, LCG Rogers SIAM Journal on Control and Optimization 44 (6), 2063-2078, 2006 | 185 | 2006 |
| Optimal investment LCG Rogers Springer, 2013 | 184 | 2013 |
| Whole-genome sequencing coupled to imputation discovers genetic signals for anthropometric traits I Tachmazidou, D Süveges, JL Min, GRS Ritchie, J Steinberg, K Walter, ... The American Journal of Human Genetics 100 (6), 865-884, 2017 | 177 | 2017 |
