skip to content

Department of Pure Mathematics and Mathematical Statistics

Professor of Statistical Science

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

Publications

Estimate nothing
M Duembgen, LCG Rogers
– Quantitative Finance
(2014)
14,
2065
Investing and Stopping
M Duembgen, LCG Rogers
– Journal of Applied Probability
(2014)
51,
898
EVOLUTION OF FIRM SIZE
L GONON, LCG ROGERS
– International Journal of Theoretical and Applied Finance
(2014)
17,
1450031
The joint law of the extrema, final value and signature of a stopped random walk
M Duembgen, LCG Rogers
Trading to Stops
N Imkeller, LCG Rogers
– SIAM Journal on Financial Mathematics
(2014)
5,
753
Failure and Rescue in an Interbank Network
LCG Rogers, LAM Veraart
– Management Science
(2013)
59,
882
Diverse beliefs
AA Brown, LCG Rogers
– Stochastics
(2012)
84,
683
Optimal Time to Exchange Two Baskets
K Nishide, LCG Rogers
– Journal of Applied Probability
(2011)
48,
21
Market selection: hungry misers and bloated bankrupts
K Nishide, LCG Rogers
– Mathematics and Financial Economics
(2011)
5,
47
THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING
LCG Rogers, S Singh
– Mathematical Finance
(2010)
20,
597
  • 1 of 13
  • >