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
Geometric Indices: A Theory of Hedging and Econometric Analysis with Applications to the UK Stock Market	0	0	0	0	0	9	25	261
Optimal Exercise of American Claims When	1	2	5	47	2	3	14	114
Optimal Exercise of American Claims When Markets Are Not Complete	0	3	7	77	2	6	19	148
Total Working Papers	1	5	12	124	4	18	58	523

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	3	9	9	9	6	17	17	17
Consistent fitting of one-factor models to interest rate data	1	1	8	23	1	1	11	45
DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS	1	1	8	28	1	2	14	48
Does the Behaviour of the Asset Tell Us Anything about the Option Price Formula? A Cautionary Tale	2	2	7	32	2	2	17	75
Equity with Markov-modulated dividends	0	2	2	2	2	5	5	5
Estimating the Volatility of Stock Prices: A Comparison of Methods That Use High and Low Prices	1	7	32	144	3	11	57	266
Fast accurate binomial pricing	1	1	21	698	2	7	55	2,163
MODELING LIQUIDITY EFFECTS IN DISCRETE TIME	0	0	3	17	1	1	17	38
Optimal capital structure and endogenous default	0	10	49	623	0	15	92	1,490
Optimal exercise of executive stock options	0	0	10	10	1	2	27	30
Portfolio Turnpikes	0	0	0	1	0	1	7	120
Recovery of Preferences from Observed Wealth in a Single Realization	0	0	0	0	2	2	11	81
Robust Hedging of Barrier Options	2	8	22	32	3	15	43	67
THE SQUARED ORNSTEIN-UHLENBECK MARKET	4	4	9	25	5	5	23	42
TWO-SECTOR STOCHASTIC GROWTH MODELS *	0	0	7	22	0	1	21	89
The relaxed investor and parameter uncertainty	1	5	19	147	3	13	44	402
Total Journal Articles	16	50	206	1,813	32	100	461	4,978

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Statistics updated 2009-07-03