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Rogers, L.C.G.
21
Dybvig, Philip H.
2
Rogers, L. C. G.
2
Satchell, S.E.
2
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1
Brown, Haydyn
1
Hartley, P.M.
1
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Korn, Ralf
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Veraart, L. A. M.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
4
Applied financial economics
2
The review of financial studies
2
Australian economic papers
1
Insurance / Mathematics & economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research, Management science : OR MS ; the international literature digest
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
ECONIS (ZBW)
61
RePEc
34
USB Cologne (EcoSocSci)
1
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1
Failure and Rescue in an Interbank Network
Rogers, L. C. G.
;
Veraart, L. A. M.
- In:
Management science : journal of the Institute for …
59
(
2013
)
4
,
pp. 882-898
Persistent link: https://www.econbiz.de/10010101649
Saved in:
2
THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING
Rogers, L. C. G.
;
Singh, Surbjeet
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 597-616
Persistent link: https://www.econbiz.de/10008641328
Saved in:
3
Estimating correlation from high, low, opening and closing prices Ee:230
Rogers, L.C.G.
;
Zhou, Fanyin
- In:
Operations research, Management science : OR MS ; the …
48
(
2008
)
4-5
,
pp. 477-478
Persistent link: https://www.econbiz.de/10008165355
Saved in:
4
VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
Jobert, A.
;
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10008221373
Saved in:
5
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:
6
DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS
Klein, I.
;
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 225-248
Persistent link: https://www.econbiz.de/10008221957
Saved in:
7
MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
Çetin, Umut
;
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10008222127
Saved in:
8
Stocks Paying Discrete Dividends: Modeling and Option Pricing
Korn, Ralf
;
Rogers, L.C.G.
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 44-48
Persistent link: https://www.econbiz.de/10005919524
Saved in:
9
TWO-SECTOR STOCHASTIC GROWTH MODELS link rid="fn1">*
Hartley, P.M.
;
Rogers, L.C.G.
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 322-351
Persistent link: https://www.econbiz.de/10006423476
Saved in:
10
THE SQUARED ORNSTEIN-UHLENBECK MARKET
aquilina, J.
;
rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 487-514
Persistent link: https://www.econbiz.de/10008223324
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