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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Forecasting volatility in the financial markets
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Things we think we know
Rogers, Leonard C. G.
- In:
Options - 45 years since the publication of the …
,
(pp. 173-184)
.
2023
Persistent link: https://www.econbiz.de/10014366597
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2
Utility maximisation with a time lag in trading
Rogers, Leonard C. G.
;
Stapleton, E. J.
- In:
Computational methods in decision-making, economics and …
,
(pp. 249-269)
.
2010
Persistent link: https://www.econbiz.de/10009153081
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3
Modeling credit risk
Rogers, Leonard C. G.
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 163-184)
.
2009
Persistent link: https://www.econbiz.de/10003787602
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4
Fast, accurate and inelegant valuation of American options
Joubert, Adriaan
;
Rogers, Leonard C. G.
- In:
Numerical methods in finance
,
(pp. 88-92)
.
2008
Persistent link: https://www.econbiz.de/10003723918
Saved in:
5
Volatility forecasting in a tick data model
Rogers, Leonard C. G.
- In:
Forecasting volatility in the financial markets
,
(pp. 295-299)
.
2007
Persistent link: https://www.econbiz.de/10003872998
Saved in:
6
A simple model of liquidity effects
Rogers, Leonard C. G.
;
Zane, Omar
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 161-176)
.
2002
Persistent link: https://www.econbiz.de/10001672232
Saved in:
7
Markov chains and the potential approach to modelling interest rates and exchange rates
Rogers, Leonard C. G.
;
Yousaf, F. A.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 375-406)
.
2002
Persistent link: https://www.econbiz.de/10001679461
Saved in:
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