L. C. G. Rogers
According to our database1, L. C. G. Rogers authored at least 12 papers between 1997 and 2015.
Legend:Book In proceedings Article PhD thesis Other
Proceedings of the Encyclopedia of Systems and Control, 2015
Trading to Stops.
SIAM J. Financial Math., 2014
Investing and Stopping.
J. Applied Probability, 2014
Failure and Rescue in an Interbank Network.
Management Science, 2013
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
Pathwise Stochastic Optimal Control.
SIAM J. Control and Optimization, 2007
Optimal exercise of executive stock options.
Finance and Stochastics, 2007
Option Pricing With Markov-Modulated Dynamics.
SIAM J. Control and Optimization, 2006
Optimal capital structure and endogenous default.
Finance and Stochastics, 2002
The relaxed investor and parameter uncertainty.
Finance and Stochastics, 2001
Fast accurate binomial pricing.
Finance and Stochastics, 1997