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Geometric Indices: A Theory of...
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ECONIS (ZBW)
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Fast accurate binomial pricing
Rogers, L.C.G.
;
Stapleton, E.J.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 3-18
Persistent link: https://www.econbiz.de/10008218824
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62
Volatility Estimation with Price Quanta
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 277
Persistent link: https://www.econbiz.de/10008219159
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63
Complete Models with Stochastic Volatility
Hobson, David G.
;
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10008219352
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64
The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 157-176
Persistent link: https://www.econbiz.de/10008220055
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65
Arbitrage with Fractional Brownian Motion
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
1
,
pp. 95
Persistent link: https://www.econbiz.de/10008220188
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66
VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
Jobert, A.
;
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10008221373
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67
Optimal exercise of executive stock options
Rogers, L.C.G.
;
Scheinkman, José
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 357-372
Persistent link: https://www.econbiz.de/10008221759
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68
DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS
Klein, I.
;
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 225-248
Persistent link: https://www.econbiz.de/10008221957
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69
MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
Çetin, Umut
;
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10008222127
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70
THE SQUARED ORNSTEIN-UHLENBECK MARKET
aquilina, J.
;
rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 487-514
Persistent link: https://www.econbiz.de/10008223324
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