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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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Does the behaviour of the asset tell us anything about the option price formula? : A cautionary tale
Rogers, Leonard C. G.; Satchell, Stephen - In: Applied financial economics 10 (2000) 1, pp. 37-39
Persistent link: https://www.econbiz.de/10001525779
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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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Crisis, ideas and economic policy-making in Britain during the 1970s stagflation
Rogers, Leonard C. G. - In: New political economy 18 (2013) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10010486747
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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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Optimal and robust contracts for a risk-constrained principal
Rogers, Leonard C. G. - In: Mathematics and financial economics 2 (2009) 3, pp. 151-171
Persistent link: https://www.econbiz.de/10003891230
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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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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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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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The relaxed investor and parameter uncertainty
Rogers, Leonard C. G. - In: Finance and stochastics 5 (2001) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10001571485