L. C. G. Rogers
Identifiers
- name variant L. C. G. Rogers 0.60 · backfill
Papers (7)
- Bermudan options by simulation q-fin.CP · 2015 · author #1
- Estimate nothing q-fin.CP · 2014 · author #2
- Least-action filtering stat.ME · 2013 · author #1
- The potential approach in practice q-fin.CP · 2012 · author #2
- Heterogeneous Beliefs with Finite-Lived Agents q-fin.GN · 2009 · author #2
- Estimating correlation from high, low, opening and closing prices q-fin.ST · 2008 · author #1
- Valuations and dynamic convex risk measures q-fin.RM · 2007 · author #2
Mentions
- 1508.06117 #1 · backfill · confidence 0.70 L. C. G. Rogers
- 1401.5666 #2 · backfill · confidence 0.70 L. C. G. Rogers
- 1301.5157 #1 · backfill · confidence 0.70 L. C. G. Rogers
- 1204.5718 #2 · backfill · confidence 0.70 L. C. G. Rogers
- 0907.4953 #2 · backfill · confidence 0.70 L. C. G. Rogers
- 0804.0162 #1 · backfill · confidence 0.70 L. C. G. Rogers
- 0709.0232 #2 · backfill · confidence 0.70 L. C. G. Rogers
Frequent Coauthors
- A. A. Brown 1 shared papers
- A. Jobert 1 shared papers
- Fanyin Zhou 1 shared papers
- M. Duembgen 1 shared papers
- Tino Kluge 1 shared papers