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Rogers, L.C.G. and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227
(2013)
Faliure and rescue in an interbank network.
Management Science, 59 (4).
pp. 882-898.
ISSN 0025-1909
Rogers, L.C.G. and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227
(2008)
A stochastic volatility alternative to SABR.
Journal of Applied Probability, 45 (4).
pp. 1071-1085.
ISSN 0021-9002
Cetin, Umut ORCID: 0000-0001-8905-853X and Rogers, L.C.G.
(2007)
Modeling liquidity effects in discrete time.
Mathematical Finance, 17 (1).
pp. 15-29.
ISSN 0960-1627