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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
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Optimal and robust contracts for a risk-constrained principal
Rogers, Leonard C. G. - In: Mathematics and financial economics 2 (2009) 3, pp. 151-171
Persistent link: https://www.econbiz.de/10003891230
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Market selection : hungry misers and bloated bankrupts
Nishide, Katsumasa; Rogers, Leonard C. G. - In: Mathematics and financial economics 5 (2011) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10009160242
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An asset return model capturing stylized facts
Rogers, Leonard C. G.; Zhang, Liang - In: Mathematics and financial economics 5 (2011) 2, pp. 101-119
Persistent link: https://www.econbiz.de/10009315539