//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Change of drift in one-dimensi...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
64
Theory
64
Portfolio selection
30
Portfolio-Management
30
Option pricing theory
20
Optionspreistheorie
20
Mathematical programming
8
Mathematische Optimierung
8
Yield curve
8
Zinsstruktur
8
Black-Scholes model
7
Markov chain
7
Risiko
7
Risk
7
Arbeitsleistung
6
Black-Scholes-Modell
6
Dividend
6
Dividende
6
Job performance
6
Markov-Kette
6
Option trading
6
Optionsgeschäft
6
Risikoaversion
6
Risikomaß
6
Risk aversion
6
Risk measure
6
Volatility
6
Volatilität
6
Führungskräfte
5
Hedging
5
Managers
5
Martingal
5
Occupational choice
5
Probability theory
5
Stochastischer Prozess
5
Wahrscheinlichkeitsrechnung
5
Aktionäre
4
Consumption theory
4
Credit risk
4
Derivat
4
more ...
less ...
Online availability
All
Undetermined
38
Free
35
Type of publication
All
Article
110
Book / Working Paper
50
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Aufsatz im Buch
7
Book section
7
Forschungsbericht
3
Graue Literatur
3
Non-commercial literature
3
Article
2
Arbeitspapier
1
Collection of articles of several authors
1
Conference paper
1
Conference proceedings
1
Hochschulschrift
1
Konferenzbeitrag
1
Konferenzschrift
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
Thesis
1
Working Paper
1
non-article
1
more ...
less ...
Language
All
English
111
Undetermined
47
German
2
Author
All
Rogers, Leonard C. G.
52
Desmettre, Sascha
47
Rogers, L. C. G.
34
Korn, Ralf
15
Rogers, Chris
13
Szimayer, Alexander
11
Leobacher, Gunther
10
Seifried, Frank Thomas
9
Gould, John
5
Grün, Sarah
5
Laudagé, Christian
5
Dybvig, Philip H.
4
Ngare, Philip
4
Ruckdeschel, Peter
4
Wenzel, Jörg
4
Hobson, David G.
3
Jobert, A.
3
Nishide, Katsumasa
3
Sass, Jörn
3
Satchell, Stephen
3
Stapleton, E. J.
3
Williams, David
3
Aquilina, J.
2
Back, Kerry E.
2
Brown, A. A.
2
Brown, Haydyn
2
Coskun, Sema
2
Deege, Matthias
2
Di Graziano, Giuseppe
2
Duembgen, Moritz
2
Kluge, Tino
2
ROGERS, L. C. G.
2
Singh, Surbjeet
2
Steffensen, Mogens
2
Thonhauser, Stefan
2
Varela, Javier Alejandro
2
Wehn, Norbert
2
Yoon, Youngjun
2
Çetin, Umut
2
Brunhuemer, Alexander
1
more ...
less ...
Institution
All
arXiv.org
7
David K. Levine
1
Springer Fachmedien Wiesbaden
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Mathematical Finance
10
Papers / arXiv.org
7
Mathematical methods of operations research
6
Finance and stochastics
5
International journal of theoretical and applied finance
5
Mathematics and financial economics
4
Applied mathematical finance
3
Berichte des Fraunhofer ITWM
3
Computational Statistics
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Mathematical Methods of Operations Research
3
Risk : managing risk in the world's financial markets
3
Risks : open access journal
3
The journal of computational finance
3
Applied financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
New political economy
2
Publications of the Newton Institute
2
Quantitative Finance
2
Quantitative finance
2
Risks
2
Stochastic Processes and their Applications
2
The review of financial studies
2
Wiley series in probability and mathematical statistics
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of finance
1
Applied Financial Economics
1
Applied Mathematical Finance
1
Australian economic papers
1
Computational methods in decision-making, economics and finance
1
DAE working paper
1
Decisions in Economics and Finance
1
Forecasting volatility in the financial markets
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
International Political Economy Series
1
International journal of theoretical and applied finance : IJTAF
1
more ...
less ...
Source
All
ECONIS (ZBW)
108
RePEc
36
OLC EcoSci
10
USB Cologne (EcoSocSci)
3
EconStor
2
Other ZBW resources
1
Showing
1
-
10
of
160
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Numerical methods in finance
Rogers, Leonard C. G.
(
contributor
); …
-
2008
-
Digitally print. version, paperb. re-issue
Persistent link: https://www.econbiz.de/10003650172
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->