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Diffusions, Markov processes, and martingales
Rogers, Leonard C. G.; Williams, David - 1979
Persistent link: https://www.econbiz.de/10000342900
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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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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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The potential approach in practice
Kluge, Tino; Rogers, Leonard C. G. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10011889513