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A simple model of liquidity effects
Rogers, Leonard C. G.; Zane, Omar - In: Advances in finance and stochastics : essays in honour …, (pp. 161-176). 2002
Persistent link: https://www.econbiz.de/10001672232
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Markov chains and the potential approach to modelling interest rates and exchange rates
Rogers, Leonard C. G.; Yousaf, F. A. - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 375-406). 2002
Persistent link: https://www.econbiz.de/10001679461
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Modeling credit risk
Rogers, Leonard C. G. - In: Frontiers in quantitative finance : volatility and …, (pp. 163-184). 2009
Persistent link: https://www.econbiz.de/10003787602
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Volatility forecasting in a tick data model
Rogers, Leonard C. G. - In: Forecasting volatility in the financial markets, (pp. 295-299). 2007
Persistent link: https://www.econbiz.de/10003872998
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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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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
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Things we think we know
Rogers, Leonard C. G. - In: Options - 45 years since the publication of the …, (pp. 173-184). 2023
Persistent link: https://www.econbiz.de/10014366597