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Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market
Rogers, Leonard C. G.; Satchell, Stephen; Yoon, Youngjun - 1993
Persistent link: https://www.econbiz.de/10000142732
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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
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Robust hedging of barrier options
Brown, Haydyn; Hobson, David G.; Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 285-314
Persistent link: https://www.econbiz.de/10001651137
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The cost of illiquidity and its effects on hedging
Rogers, Leonard C. G.; Singh, Surbjeet - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 597-615
Persistent link: https://www.econbiz.de/10008666989