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Dybvig, Philip H.; Rogers, Leonard C. G.; Back, Kerry E. - In: The review of financial studies 12 (1999) 1, pp. 165-195

Persistent link: https://www.econbiz.de/10001353476

Recovery of Preferences from Observed Wealth in a Single Realization

Dybvig, Philip H.; Rogers, Leonard C. G. - 1998

Von Neumann-Morgenstern preferences over terminal consumption can be inferred from wealth on a single sample path when markets are complete and returns follow a known law in a neoclassical investment problem in either a discrete-time i.i.d. binomial model or a continuous-time diffusion model...

Persistent link: https://www.econbiz.de/10014101802

Numerical methods in finance

Rogers, Leonard C. G. (contributor); … - 2008 - Digitally print. version, paperb. re-issue

Persistent link: https://www.econbiz.de/10003650172

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

Volatility estimation with price quanta

Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 277-290

Persistent link: https://www.econbiz.de/10001245919

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

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

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

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

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