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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
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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
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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
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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
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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
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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
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Optimal investment
Rogers, Leonard C. G. - 2013
Persistent link: https://www.econbiz.de/10009693429
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Modeling credit risk
Rogers, Leonard C. G. - In: Frontiers in quantitative finance : volatility and …, (pp. 163-184). 2009
Persistent link: https://www.econbiz.de/10003787602
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Volatility forecasting in a tick data model
Rogers, Leonard C. G. - In: Forecasting volatility in the financial markets, (pp. 295-299). 2007
Persistent link: https://www.econbiz.de/10003872998
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Combining different models
Rogers, Leonard C. G. - In: Mathematics and financial economics 12 (2018) 1, pp. 97-109
Persistent link: https://www.econbiz.de/10011963311