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Optionspreistheorie
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Rogers, Leonard C. G.
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9
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Numerical methods in finance
Rogers, Leonard C. G.
(
contributor
); …
-
2008
-
Digitally print. version, paperb. re-issue
Persistent link: https://www.econbiz.de/10003650172
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2
Monte Carlo valuation of American options
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 271-286
Persistent link: https://www.econbiz.de/10001686397
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3
The potential approach to the term structure of interest rates and foreign exchange rates
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 157-176
Persistent link: https://www.econbiz.de/10001220276
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4
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:
5
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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6
Fast, accurate and inelegant valuation of American options
Joubert, Adriaan
;
Rogers, Leonard C. G.
- In:
Numerical methods in finance
,
(pp. 88-92)
.
2008
Persistent link: https://www.econbiz.de/10003723918
Saved in:
7
The squared Ornstein-Uhlenbeck market
Aquilina, J.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 487-513
Persistent link: https://www.econbiz.de/10002396340
Saved in:
8
Valuing moving barrier options
Rogers, Leonard C. G.
;
Zane, O.
- In:
The journal of computational finance
1
(
1997
)
1
,
pp. 5-11
Persistent link: https://www.econbiz.de/10001632717
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9
Complete models with stochastic volatility
Hobson, David G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001240799
Saved in:
10
Fast accurate binomial pricing
Rogers, Leonard C. G.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10001230164
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