Access Statistics for Leonard C G Rogers

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Estimating correlation from high, low, opening and closing prices	0	2	2	2	4	7	7	7
Geometric Indices: A Theory of Hedging and Econometric Analysis with Applications to the UK Stock Market	0	0	0	0	2	4	22	267
Heterogeneous Beliefs with Finite-Lived Agents	0	1	1	1	1	6	6	6
Optimal Exercise of American Claims When	0	0	4	47	0	1	10	116
Optimal Exercise of American Claims When Markets Are Not Complete	0	2	7	80	0	2	13	151
Valuations and dynamic convex risk measures	0	0	0	0	1	2	2	2
Total Working Papers	0	5	14	130	8	22	60	549

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A DYNAMIC APPROACH TO THE MODELING OF CORRELATION CREDIT DERIVATIVES USING MARKOV CHAINS	1	7	19	19	5	14	39	39
Consistent fitting of one-factor models to interest rate data	0	0	7	24	0	0	8	47
DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS	0	4	10	33	1	6	14	55
Does the Behaviour of the Asset Tell Us Anything about the Option Price Formula? A Cautionary Tale	1	2	7	35	2	4	14	80
Equity with Markov-modulated dividends	0	1	3	3	0	1	8	8
Estimating the Volatility of Stock Prices: A Comparison of Methods That Use High and Low Prices	2	5	28	150	4	10	46	278
Fast accurate binomial pricing	0	2	18	701	2	7	44	2,172
MODELING LIQUIDITY EFFECTS IN DISCRETE TIME	0	1	3	18	1	4	9	43
Optimal capital structure and endogenous default	4	11	46	637	8	16	77	1,511
Optimal exercise of executive stock options	0	0	5	10	0	1	14	31
Portfolio Turnpikes	0	0	0	1	0	1	5	121
Recovery of Preferences from Observed Wealth in a Single Realization	0	0	0	0	0	0	4	81
Robust Hedging of Barrier Options	0	3	20	36	0	4	33	72
THE SQUARED ORNSTEIN-UHLENBECK MARKET	0	1	8	26	0	1	13	43
TWO-SECTOR STOCHASTIC GROWTH MODELS *	0	1	5	23	0	1	10	91
The relaxed investor and parameter uncertainty	3	4	16	152	4	5	28	408
VALUATIONS AND DYNAMIC CONVEX RISK MEASURES	0	1	1	1	0	1	1	1
Total Journal Articles	11	43	196	1,869	27	76	367	5,081

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Statistics updated 2009-11-04