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L. C. G. Rogers

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Journal Articles

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2023
[j13]
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L. C. G. Rogers:
The Bruss-Robertson-Steele inequality. J. Appl. Probab. 60(3): 1112-1114 (2023)
2020
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Philip A. Ernst, L. C. G. Rogers:
The Value of Insight. Math. Oper. Res. 45(4): 1193-1209 (2020)
2014
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Moritz Duembgen, L. C. G. Rogers:
Investing and Stopping. J. Appl. Probab. 51(4): 898-909 (2014)
[j10]
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Nora Imkeller, L. C. G. Rogers:
Trading to Stops. SIAM J. Financial Math. 5(1): 753-781 (2014)
2013
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L. C. G. Rogers, Luitgard A. M. Veraart:
Failure and Rescue in an Interbank Network. Manag. Sci. 59(4): 882-898 (2013)
2010
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L. C. G. Rogers, Michael Tehranchi:
Can the implied volatility surface move by parallel shifts? Finance Stochastics 14(2): 235-248 (2010)
[j7]
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L. C. G. Rogers:
Dual Valuation and Hedging of Bermudan Options. SIAM J. Financial Math. 1(1): 604-608 (2010)
2007
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L. C. G. Rogers, José A. Scheinkman:
Optimal exercise of executive stock options. Finance Stochastics 11(3): 357-372 (2007)
[j5]
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L. C. G. Rogers:
Pathwise Stochastic Optimal Control. SIAM J. Control. Optim. 46(3): 1116-1132 (2007)
2006
[j4]
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A. Jobert, L. C. G. Rogers:
Option Pricing With Markov-Modulated Dynamics. SIAM J. Control. Optim. 44(6): 2063-2078 (2006)
2002
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Bianca Hilberink, L. C. G. Rogers:
Optimal capital structure and endogenous default. Finance Stochastics 6(2): 237-263 (2002)
2001
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L. C. G. Rogers:
The relaxed investor and parameter uncertainty. Finance Stochastics 5(2): 131-154 (2001)
1997
[j1]
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L. C. G. Rogers, E. J. Stapleton:
Fast accurate binomial pricing. Finance Stochastics 2(1): 3-17 (1997)

Reference Works

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2015
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L. C. G. Rogers:
Investment-Consumption Modeling. Encyclopedia of Systems and Control 2015

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