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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
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Fast accurate binomial pricing
Rogers, Leonard C. G. - In: Finance and stochastics 2 (1998) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10001230164
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Optimal capital structure and endogenous default
Hilberink, Bianca; Rogers, Leonard C. G. - In: Finance and stochastics 6 (2002) 2, pp. 237-263
Persistent link: https://www.econbiz.de/10001662473
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Can the implied volatitlity surface move by parallel shifts?
Rogers, Leonard C. G.; Tehranchi, M. R. - In: Finance and stochastics 14 (2010) 2, pp. 235-248
Persistent link: https://www.econbiz.de/10003951506
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Optimal exercise of executive stock options
Rogers, Leonard C. G.; Scheinkman, José Alexandre - In: Finance and stochastics 11 (2007) 3, pp. 357-372
Persistent link: https://www.econbiz.de/10003485810
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Change of drift in one-dimensional diffusions
Desmettre, Sascha; Leobacher, Gunther; Rogers, Leonard C. G. - In: Finance and stochastics 25 (2021) 2, pp. 359-381
Persistent link: https://www.econbiz.de/10012499738