Narrow search
Showing 1 - 5 of 5
Cover Image
Asymptotic arbitrage with small transaction costs
Klein, Irene; Lépinette, Emmanuel; Perez-Ostafe, Lavinia - In: Finance and stochastics 18 (2014) 4, pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Cover Image
Optimal capital structure and endogenous default
Hilberink, Bianca; Rogers, L.C.G. - In: Finance and stochastics 6 (2002) 2, pp. 237-264
Persistent link: https://www.econbiz.de/10008216436
Cover Image
The relaxed investor and parameter uncertainty
Rogers, L.C.G. - In: Finance and stochastics 5 (2001) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10008217152
Cover Image
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
Cover Image
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