L. C. G. Rogers

14 papers Journal 13
YearRankTypeTitle / Venue / Authors
2023 J jnl
The Bruss-Robertson-Steele inequality.
J. Appl. Probab.
L. C. G. Rogers
2020 J jnl
The Value of Insight.
Math. Oper. Res.
Philip A. Ernst, L. C. G. Rogers
2015 — ch.
Investment-Consumption Modeling.
Encyclopedia of Systems and Control
L. C. G. Rogers
2014 J jnl
Investing and Stopping.
J. Appl. Probab.
Moritz Duembgen, L. C. G. Rogers
2014 J jnl
Trading to Stops.
SIAM J. Financial Math.
Nora Imkeller, L. C. G. Rogers
2013 J jnl
Failure and Rescue in an Interbank Network.
Manag. Sci.
L. C. G. Rogers, Luitgard A. M. Veraart
2010 J jnl
Can the implied volatility surface move by parallel shifts?
Finance Stochastics
L. C. G. Rogers, Michael Tehranchi
2010 J jnl
Dual Valuation and Hedging of Bermudan Options.
SIAM J. Financial Math.
L. C. G. Rogers
2007 J jnl
Optimal exercise of executive stock options.
Finance Stochastics
L. C. G. Rogers, José A. Scheinkman
2007 J jnl
Pathwise Stochastic Optimal Control.
SIAM J. Control. Optim.
L. C. G. Rogers
2006 J jnl
Option Pricing With Markov-Modulated Dynamics.
SIAM J. Control. Optim.
A. Jobert, L. C. G. Rogers
2002 J jnl
Optimal capital structure and endogenous default.
Finance Stochastics
Bianca Hilberink, L. C. G. Rogers
2001 J jnl
The relaxed investor and parameter uncertainty.
Finance Stochastics
L. C. G. Rogers
1997 J jnl
Fast accurate binomial pricing.
Finance Stochastics
L. C. G. Rogers, E. J. Stapleton