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The squared Ornstein-Uhlenbeck...
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Rogers, Leonard C. G.
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13
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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
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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3
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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4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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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8
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
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9
Arbitrage with fractional Brownian motion
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10001213305
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10
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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