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Modeling liquidity effects in discrete time
Çetin, Umut; Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10003543099
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Duality in optimal investment and consumption problems with market fricitions
Klein, Irene; Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 225-247
Persistent link: https://www.econbiz.de/10003543127
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Arbitrage with fractional Brownian motion
Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 7 (1997) 1, pp. 95-105
Persistent link: https://www.econbiz.de/10001213305