As part of his studies on Monetary economics, L. C. G. Rogers frequently links adjacent subjects like Market liquidity. His work often combines Market liquidity and Transaction cost studies. L. C. G. Rogers integrates Transaction cost and Microeconomics in his studies. In his research, L. C. G. Rogers undertakes multidisciplinary study on Microeconomics and Monetary economics. L. C. G. Rogers integrates several fields in his works, including Portfolio and Financial economics. L. C. G. Rogers integrates several fields in his works, including Financial economics and Portfolio. The study of Econometrics is intertwined with the study of Black–Scholes model in a number of ways. L. C. G. Rogers integrates Black–Scholes model with Volatility (finance) in his study. His studies link Econometrics with Volatility (finance).
In his research, Archaeology is intimately related to Stock (firearms), which falls under the overarching field of Mechanical engineering. His study in Stock (firearms) extends to Archaeology with its themes. He focuses mostly in the field of Marginal utility, narrowing it down to matters related to Microeconomics and, in some cases, Transaction cost. L. C. G. Rogers brings together Transaction cost and Microeconomics to produce work in his papers. While the research belongs to areas of Discrete mathematics, he spends his time largely on the problem of Duality (order theory), intersecting his research to questions surrounding Pure mathematics. His Pure mathematics study frequently involves adjacent topics like Duality (order theory). He is involved in relevant fields of research such as Simple (philosophy) and Analogy in the domain of Epistemology. The study of Simple (philosophy) is intertwined with the study of Epistemology in a number of ways. Mathematical economics is closely attributed to Stochastic game in his study.
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Diffusions, Markov processes, and martingales
L. C. G. Rogers;David Williams.
THE VALUE OF AN ASIAN OPTION
L. C. G. Rogers;Z. Shi.
Journal of Applied Probability (1995)
Estimating Variance From High, Low and Closing Prices
L. C. G. Rogers;S. E. Satchell.
Annals of Applied Probability (1991)
Arbitrage with Fractional Brownian Motion
L. C. G. Rogers.
Mathematical Finance (1997)
Monte Carlo valuation of American options
L. C. G. Rogers.
Mathematical Finance (2002)
Diffusions, Markov Processes and Martingales - Vol 1: Foundations
W. Schachermayer;L. C. G. Rogers;D. Williams.
Complete Models with Stochastic Volatility
David G. Hobson;L. C. G. Rogers.
Mathematical Finance (1998)
Failure and Rescue in an Interbank Network
L. C. G. Rogers;L. A. M. Veraart.
Management Science (2013)
Optimal capital structure and endogenous default
Bianca Hilberink;L.C.G. Rogers.
Finance and Stochastics (2002)
Fluid Models in Queueing Theory and Wiener-Hopf Factorization of Markov Chains
L. C. G. Rogers.
Annals of Applied Probability (1994)
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