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Duality in constrained optimal investment and consumption problems : a synthesis
Rogers, Leonard C. G. - In: Paris Princeton lectures on mathematical finance 1 (2002), pp. 95-131
Persistent link: https://www.econbiz.de/10009357105
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Optimal exercise of executive stock options
Rogers, Leonard C. G.; Scheinkman, José Alexandre - In: Finance and stochastics 11 (2007) 3, pp. 357-372
Persistent link: https://www.econbiz.de/10003485810
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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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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