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VALUATIONS AND DYNAMIC CONVEX...
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Rogers, Leonard C. G.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
6
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4
International journal of theoretical and applied finance
3
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2
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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ECONIS (ZBW)
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OLC EcoSci
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USB Cologne (EcoSocSci)
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1
Valuations and dynamic convex risk measures
Jobert, A.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003643454
Saved in:
2
Numerical methods in finance
Rogers, Leonard C. G.
(
contributor
); …
-
2008
-
Digitally print. version, paperb. re-issue
Persistent link: https://www.econbiz.de/10003650172
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3
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
Saved in:
4
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:
5
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:
6
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:
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
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:
9
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:
10
Optimal investment
Rogers, Leonard C. G.
-
2013
Persistent link: https://www.econbiz.de/10009693429
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