Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
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
Cover Image
Duality in optimal investment and consumption problems with market fricitions
Klein, Irene; Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 17 (2007) 2, pp. 225-247
Persistent link: https://www.econbiz.de/10003543127