L. C. G. Rogers

According to our database1, L. C. G. Rogers authored at least 12 papers between 1997 and 2015.

Collaborative distances:
  • Dijkstra number2 of seven.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2015
Investment-Consumption Modeling.
Proceedings of the Encyclopedia of Systems and Control, 2015

2014
Trading to Stops.
SIAM J. Financial Math., 2014

Investing and Stopping.
J. Applied Probability, 2014

2013
Failure and Rescue in an Interbank Network.
Management Science, 2013

2010
Dual Valuation and Hedging of Bermudan Options.
SIAM J. Financial Math., 2010

Can the implied volatility surface move by parallel shifts?
Finance and Stochastics, 2010

2007
Pathwise Stochastic Optimal Control.
SIAM J. Control and Optimization, 2007

Optimal exercise of executive stock options.
Finance and Stochastics, 2007

2006
Option Pricing With Markov-Modulated Dynamics.
SIAM J. Control and Optimization, 2006

2002
Optimal capital structure and endogenous default.
Finance and Stochastics, 2002

2001
The relaxed investor and parameter uncertainty.
Finance and Stochastics, 2001

1997
Fast accurate binomial pricing.
Finance and Stochastics, 1997


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