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L. C. G. Rogers

Identifiers

  • name variant L. C. G. Rogers 0.60 · backfill

Papers (7)

  1. Bermudan options by simulation q-fin.CP · 2015 · author #1
  2. Estimate nothing q-fin.CP · 2014 · author #2
  3. Least-action filtering stat.ME · 2013 · author #1
  4. The potential approach in practice q-fin.CP · 2012 · author #2
  5. Heterogeneous Beliefs with Finite-Lived Agents q-fin.GN · 2009 · author #2
  6. Estimating correlation from high, low, opening and closing prices q-fin.ST · 2008 · author #1
  7. 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