Professor Chris Rogers | Department of Pure Mathematics and Mathematical Statistics

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Professor of Statistical Science

Research Interests: Financial mathematics, probability theory, stochastic analysis, statistics, mathematical economics

Publications

Combining different models

LCG Rogers

– Mathematics and Financial Economics

(2018)

12,

97

(DOI: 10.1007/s11579-017-0198-8)

The joint law of the extrema, final value and signature of a stopped random walk

M Duembgen, LCG Rogers

(2015)

2137,

321

(DOI: 10.1007/978-3-319-18585-9_15)

Estimate nothing

M Duembgen, LCG Rogers

– Quantitative Finance

(2014)

14,

2065

(DOI: 10.1080/14697688.2014.951678)

Investing and Stopping

M Duembgen, LCG Rogers

– Journal of Applied Probability

(2014)

51,

898

(DOI: 10.1239/jap/1421763316)

EVOLUTION OF FIRM SIZE

L GONON, LCG ROGERS

– International Journal of Theoretical and Applied Finance

(2014)

17,

1450031

(DOI: 10.1142/s0219024914500319)

Trading to Stops

N Imkeller, LCG Rogers

– SIAM Journal on Financial Mathematics

(2014)

5,

753

(DOI: 10.1137/130911706)

Failure and Rescue in an Interbank Network

LCG Rogers, LAM Veraart

– Management Science

(2013)

59,

882

(DOI: 10.1287/mnsc.1120.1569)

Diverse beliefs

AA Brown, LCG Rogers

– Stochastics

(2012)

84,

683

(DOI: 10.1080/17442508.2012.656125)

Optimal Time to Exchange Two Baskets

K Nishide, LCG Rogers

– Journal of Applied Probability

(2011)

48,

21

(DOI: 10.1239/jap/1300198133)

Market selection: hungry misers and bloated bankrupts

K Nishide, LCG Rogers

– Mathematics and Financial Economics

(2011)

5,

47

(DOI: 10.1007/s11579-011-0046-1)