L. C. G. Rogers

Publication Activity (10 Years)

Years Active: 1997-2023
Publications (10 Years): 2

Top Topics

Search Algorithm

Mobile Communication

Foreign Exchange

Top Venues

J. Appl. Probab.

Math. Oper. Res.

SIAM J. Financial Math.

Publications

L. C. G. Rogers
The Bruss-Robertson-Steele inequality. J. Appl. Probab. 60 (3) (2023)
Philip A. Ernst, L. C. G. Rogers
The Value of Insight. Math. Oper. Res. 45 (4) (2020)
Moritz Duembgen, L. C. G. Rogers
Investing and Stopping. J. Appl. Probab. 51 (4) (2014)
Nora Imkeller, L. C. G. Rogers
Trading to Stops. SIAM J. Financial Math. 5 (1) (2014)
L. C. G. Rogers, Luitgard A. M. Veraart
Failure and Rescue in an Interbank Network. Manag. Sci. 59 (4) (2013)
L. C. G. Rogers
Dual Valuation and Hedging of Bermudan Options. SIAM J. Financial Math. 1 (1) (2010)
L. C. G. Rogers, Michael Tehranchi
Can the implied volatility surface move by parallel shifts? Finance Stochastics 14 (2) (2010)
L. C. G. Rogers, José A. Scheinkman
Optimal exercise of executive stock options. Finance Stochastics 11 (3) (2007)
L. C. G. Rogers
Pathwise Stochastic Optimal Control. SIAM J. Control. Optim. 46 (3) (2007)
A. Jobert, L. C. G. Rogers
Option Pricing With Markov-Modulated Dynamics. SIAM J. Control. Optim. 44 (6) (2006)
Bianca Hilberink, L. C. G. Rogers
Optimal capital structure and endogenous default. Finance Stochastics 6 (2) (2002)
L. C. G. Rogers
The relaxed investor and parameter uncertainty. Finance Stochastics 5 (2) (2001)
L. C. G. Rogers, E. J. Stapleton
Fast accurate binomial pricing. Finance Stochastics 2 (1) (1997)