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Search: person:"Rogers, Leonard C. G."
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Theorie
36
Theory
36
Option pricing theory
12
Optionspreistheorie
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10
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10
Black-Scholes model
6
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English
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Rogers, Leonard C. G.
53
Dybvig, Philip H.
3
Satchell, Stephen
3
Williams, David
3
Back, Kerry E.
2
Hobson, David G.
2
Stapleton, E. J.
2
Yoon, Youngjun
2
Aquilina, J.
1
Brown, Haydyn
1
Cont, Rama
1
Desmettre, Sascha
1
Di Graziano, Giuseppe
1
Duffie, Darrell
1
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1
Glasserman, Paul
1
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1
Hartley, P. M.
1
Hilberink, Bianca
1
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1
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1
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1
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1
Korn, Ralf
1
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1
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1
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1
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1
Singh, Surbjeet
1
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1
Tehranchi, M. R.
1
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1
Veraart, Luitgard
1
Yousaf, F. A.
1
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1
Zane, O.
1
Zane, Omar
1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
6
Mathematics and financial economics
4
International journal of theoretical and applied finance
3
Applied financial economics
2
The journal of computational finance
2
The review of financial studies
2
Wiley series in probability and mathematical statistics
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of finance
1
Australian economic papers
1
Computational methods in decision-making, economics and finance
1
DAE working paper
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Forecasting volatility in the financial markets
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematics of operations research
1
New political economy
1
Numerical methods in finance
1
Operations research
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Paris Princeton lectures on mathematical finance
1
Publications of the Newton Institute
1
SpringerBriefs in quantitative finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
52
USB Cologne (EcoSocSci)
1
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1
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
Saved in:
2
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:
3
The value of insight
Ernst, Philip A.
;
Rogers, Leonard C. G.
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1193-1209
Persistent link: https://www.econbiz.de/10012319656
Saved in:
4
Combining different models
Rogers, Leonard C. G.
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 97-109
Persistent link: https://www.econbiz.de/10011963311
Saved in:
5
The potential approach in practice
Kluge, Tino
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011889513
Saved in:
6
Sense, nonsense and the S&P500
Rogers, Leonard C. G.
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
2
,
pp. 447-461
Persistent link: https://www.econbiz.de/10011997958
Saved in:
7
Preface to the special issue on systemic risk : models and mechanisms
Cont, Rama
;
Duffie, Darrell
;
Glasserman, Paul
;
Rogers, …
- In:
Operations research
64
(
2016
)
5
,
pp. 1053-1055
Persistent link: https://www.econbiz.de/10011594632
Saved in:
8
Optimal investment : bounds and heuristics
Rogers, Leonard C. G.
;
Zaczkowski, P.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442629
Saved in:
9
Numerical methods in finance
Rogers, Leonard C. G.
(
contributor
); …
-
2008
-
Digitally print. version, paperb. re-issue
Persistent link: https://www.econbiz.de/10003650172
Saved in:
10
Evolution of firm size
Gonon, Lukas
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010437201
Saved in:
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