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Rogers, L.C.G.
20
Dybvig, Philip H.
2
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2
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
3
Applied financial economics
2
The review of financial studies
2
Australian economic papers
1
Insurance / Mathematics & economics
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Operations research, Management science : OR MS ; the international literature digest
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Consistent fitting of one-factor models to interest rate data
Rogers, L.C.G.
;
Stummer, Wolfgang
- In:
Insurance / Mathematics & economics
27
(
2000
)
1
,
pp. 45-64
Persistent link: https://www.econbiz.de/10006906963
Saved in:
2
TWO-SECTOR STOCHASTIC GROWTH MODELS link rid="fn1">*
Hartley, P.M.
;
Rogers, L.C.G.
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 322-351
Persistent link: https://www.econbiz.de/10006423476
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3
Stocks Paying Discrete Dividends: Modeling and Option Pricing
Korn, Ralf
;
Rogers, L.C.G.
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 44-48
Persistent link: https://www.econbiz.de/10005919524
Saved in:
4
Monte Carlo Valuation of American Options
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 271
Persistent link: https://www.econbiz.de/10008216215
Saved in:
5
ARTICLES - Robust Hedging of Barrier Options
Brown, Haydyn
;
Hobson, David
;
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 285-314
Persistent link: https://www.econbiz.de/10008216989
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6
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
Saved in:
7
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
Saved in:
8
Volatility Estimation with Price Quanta
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 277
Persistent link: https://www.econbiz.de/10008219159
Saved in:
9
Complete Models with Stochastic Volatility
Hobson, David G.
;
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10008219352
Saved in:
10
The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
Rogers, L.C.G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 157-176
Persistent link: https://www.econbiz.de/10008220055
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