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Rogers, Leonard C. G.
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Rogers, L.C.G.
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Hilberink, Bianca
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Leobacher, Gunther
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Scheinkman, José
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
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The review of financial studies
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Stochastic Processes and their Applications
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Wiley series in probability and mathematical statistics
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Frontiers in quantitative finance : volatility and credit risk modeling
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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1
Change of drift in one-dimensional diffusions
Desmettre, Sascha
;
Leobacher, Gunther
;
Rogers, Leonard C. G.
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 359-381
Persistent link: https://www.econbiz.de/10012499738
Saved in:
2
Can the implied volatitlity surface move by parallel shifts?
Rogers, Leonard C. G.
;
Tehranchi, M. R.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 235-248
Persistent link: https://www.econbiz.de/10003951506
Saved in:
3
Optimal exercise of executive stock options
Rogers, Leonard C. G.
;
Scheinkman, José Alexandre
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 357-372
Persistent link: https://www.econbiz.de/10003485810
Saved in:
4
Optimal exercise of executive stock options
Rogers, L.C.G.
;
Scheinkman, José
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 357-372
Persistent link: https://www.econbiz.de/10008221759
Saved in:
5
Optimal capital structure and endogenous default
Hilberink, Bianca
;
Rogers, Leonard C. G.
- In:
Finance and stochastics
6
(
2002
)
2
,
pp. 237-263
Persistent link: https://www.econbiz.de/10001662473
Saved in:
6
Optimal capital structure and endogenous default
Hilberink, Bianca
;
Rogers, L.C.G.
- In:
Finance and stochastics
6
(
2002
)
2
,
pp. 237-264
Persistent link: https://www.econbiz.de/10008216436
Saved in:
7
The relaxed investor and parameter uncertainty
Rogers, Leonard C. G.
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001571485
Saved in:
8
The relaxed investor and parameter uncertainty
Rogers, L.C.G.
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10008217152
Saved in:
9
Fast accurate binomial pricing
Rogers, Leonard C. G.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10001230164
Saved in:
10
Fast accurate binomial pricing
Rogers, L.C.G.
;
Stapleton, E.J.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 3-18
Persistent link: https://www.econbiz.de/10008218824
Saved in:
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