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Rogers, L. C. G.
 SSRN Author Rank: 44,431 by Downloads
 

University of Cambridge - Centre for Mathematical Sciences


 Cambridge, CB3 9DD
 United Kingdom
 email address

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. Rogers, L. C. G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
357		 Total
Citations
60
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Veraart, Luitgard A. M.
London School of Economics & Political Science (LSE)
Posted:
25 Sep 11
152
(96,694) 		1
2.  
Brown, A. A.
University of Cambridge - Centre for Mathematical Sciences
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Posted:
14 Oct 09
53
(195,093) 		4
3.  
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Brown, A. A.
University of Cambridge - Centre for Mathematical Sciences
Posted:
29 Jul 09
34
(233,028) 		2
4.  
The Squared Ornstein-Uhlenbeck Market | Show Abstract | Download |
Mathematical Finance, Vol. 14, No. 4, pp. 487-513, October 2004
Accepted Paper Series
Aquilina, John
University of Bath - School of Mathematical Sciences
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Posted:
21 Sep 04
34
(233,028) 		 
5.  
Modeling Liquidity Effects in Discrete Time | Show Abstract | Download |
Mathematical Finance, Vol. 17, No. 1, pp. 15-29, January 2007
Accepted Paper Series
Çetin, Umut
London School of Economics & Political Science (LSE) - Department of Statistics
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Posted:
13 Dec 06
25
(257,979) 		10
6.  
Monte Carlo Valuation of American Options | Show Abstract | Download |
Mathematical Finance, Vol. 12, pp. 271-286, 2002
Accepted Paper Series
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Posted:
19 Mar 03
23
(264,737) 		42
7.  
Two-Sector Stochastic Growth Models | Show Abstract | Download |
Australian Economic Papers, Vol. 44, No. 4, pp. 322-351, December 2005
Accepted Paper Series
Hartley, P.M.
University of Bath
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Posted:
07 Jan 06
22
(268,123) 		1
8.  
Duality in Optimal Investment and Consumption Problems with Market Frictions | Show Abstract | Download |
Mathematical Finance, Vol. 17, No. 2, pp. 225-247, April 2007
Accepted Paper Series
Klein, I.
University of Vienna - Department of Statistics and Decision Support Systems
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Posted:
19 Mar 07
14
(296,428) 		 
9.  
Market Selection: Hungry Misers and Bloated Bankrupts | Show Abstract |
Mathematics and Financial Economics, Vol. 5, No. 1, pp. 47-66.
Accepted Paper Series
Nishide, Katsumasa
International Graduate School of Social Sciences, Yokohama National University
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Posted:
30 Nov 10
Last Revised:
09 Nov 11
 
10.  
A Dynamic Approach to the Modeling of Correlation Credit Derivatives Using Markov Chains | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 12, No. 1, pp. 45-62, 2009
Accepted Paper Series
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Graziano, Giuseppe Di
Deutsche Bank AG
Posted:
21 Apr 10
 
11.  
Optimal Time to Exchange Two Baskets | Show Abstract |
Journal of Applied Probability, Vol. 48, No. 1, pp. 21-30, March 2011
Accepted Paper Series
Nishide, Katsumasa
International Graduate School of Social Sciences, Yokohama National University
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Posted:
18 Dec 09
Last Revised:
10 Jan 12
 
12.  
Portfolio Turnpikes | Show Abstract |
Review of Financial Studies, Vol. 12, No. 1
Accepted Paper Series
Dybvig, Philip H.
Washington University in Saint Louis - John M. Olin Business School
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Back, Kerry
Rice University - Jesse H. Jones Graduate School of Business
Posted:
09 Sep 98
 
13.  
Fast Accurate Binomial Pricing | Show Abstract |
Finance and Stochastics, Vol. 2 No. 1, 1998
Accepted Paper Series
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Stapleton, E. J.
University of Bath - School of Mathematical Sciences
Posted:
25 Sep 97
 
14.  
Recovery of Preferences from Observed Wealth in a Single Realization | Show Abstract |
REVIEW OF FINANCIAL STUDIES, Vol. 10, No. 1
Accepted Paper Series
Dybvig, Philip H.
Washington University in Saint Louis - John M. Olin Business School
Rogers, L. C. G.
University of Cambridge - Centre for Mathematical Sciences
Posted:
25 Nov 96
 

Records 1 - 14 of 14 matches
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