Items where Author is "Rogers, L.C.G."

Number of items: 3.
  • Faliure and rescue in an interbank network. Rogers, L.C.G. and Veraart, Luitgard A. M.
  • Modeling liquidity effects in discrete time. Cetin, Umut and Rogers, L.C.G.
  • A stochastic volatility alternative to SABR. Rogers, L.C.G. and Veraart, Luitgard A. M.