L. C. G. Rogers

According to our database, L. C. G. Rogers authored at least 14 papers between 1997 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2023

The Bruss-Robertson-Steele inequality.

L. C. G. Rogers

J. Appl. Probab., September, 2023

2020

The Value of Insight.

Philip A. Ernst, L. C. G. Rogers

Math. Oper. Res., 2020

2015

Investment-Consumption Modeling.

L. C. G. Rogers

Proceedings of the Encyclopedia of Systems and Control, 2015

2014

Trading to Stops.

Nora Imkeller, L. C. G. Rogers

SIAM J. Financial Math., 2014

Investing and Stopping.

Moritz Duembgen, L. C. G. Rogers

J. Appl. Probab., 2014

2013

Failure and Rescue in an Interbank Network.

L. C. G. Rogers, Luitgard A. M. Veraart

Manag. Sci., 2013

2010

Dual Valuation and Hedging of Bermudan Options.

L. C. G. Rogers

SIAM J. Financial Math., 2010

Can the implied volatility surface move by parallel shifts?

L. C. G. Rogers, Michael Tehranchi

Finance Stochastics, 2010

2007

Pathwise Stochastic Optimal Control.

L. C. G. Rogers

SIAM J. Control. Optim., 2007

Optimal exercise of executive stock options.

L. C. G. Rogers, José A. Scheinkman

Finance Stochastics, 2007

2006

Option Pricing With Markov-Modulated Dynamics.

A. Jobert, L. C. G. Rogers

SIAM J. Control. Optim., 2006

2002

Optimal capital structure and endogenous default.

Bianca Hilberink, L. C. G. Rogers

Finance Stochastics, 2002

2001

The relaxed investor and parameter uncertainty.

L. C. G. Rogers

Finance Stochastics, 2001

1997

Fast accurate binomial pricing.

L. C. G. Rogers, E. J. Stapleton

Finance Stochastics, 1997