Failure and Rescue in an Interbank Network von Rogers, L. C. G., Veraart, L. A. M.

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Yule’s “nonsense correlation”: Moments and density von Ernst, Philip A., Rogers, L.C.G., Zhou, Quan

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The 1/e-strategy is sub-optimal for the problem of best choice under no information von Bruss, F. Thomas, Rogers, L.C.G.

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When is it best to follow the leader? von Ernst, Philip A., Rogers, L.C.G., Zhou, Quan

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The least favorable noise von Ernst, Philip A., Kagan, Abram M., Rogers, L.C.G.

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The Value of Insight von Ernst, Philip A., Rogers, L. C. G.

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The value of foresight von Ernst, Philip A., Rogers, L.C.G., Zhou, Quan

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THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING von Rogers, L. C. G., Singh, Surbjeet

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Monte Carlo valuation of American options von Rogers, L. C. G.

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Paris-Princeton Lectures on Mathematical Finance 2002 von Bank, Peter, Baudoin, Fabrice, Föllmer, Hans, Rogers, L. C. G, Soner, Halil Mete, Touzi, Nizar, Carmona, René A, Çnlar, Erhan, Ekeland, Ivar, Jouini, Elyès

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VALUATIONS AND DYNAMIC CONVEX RISK MEASURES von Jobert, A., Rogers, L. C. G.

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TWO-SECTOR STOCHASTIC GROWTH MODELS von HARTLEY, P.M., ROGERS, L.C.G.

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EVOLUTION OF FIRM SIZE von GONON, LUKAS, ROGERS, L. C. G.

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Arbitrage with Fractional Brownian Motion von Rogers, L. C. G.

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Optimal capital structure and endogenous default von Hilberink, Bianca, L.C.G. Rogers

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Can the implied volatility surface move by parallel shifts? von Rogers, L. C. G., Tehranchi, M. R.

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Fast accurate binomial pricing von Rogers, L.C.G., Stapleton, E.J.

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Robust Hedging of Barrier Options von Brown, Haydyn, Hobson, David, Rogers, L. C. G.

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ONE FOR ALL The Potential Approach to Pricing and Hedging von Rogers, L.C.G.

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Complete Models with Stochastic Volatility von Hobson, David G., Rogers, L. C. G.

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