D-Index & Metrics Best Publications

Leonard Rogers

University of Cambridge
United Kingdom

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name Citations Publications World Ranking National Ranking

Mathematics D-index 48 Citations 10,748 152 World Ranking 882 National Ranking 64

Overview

What is he best known for?

The fields of study L. C. G. Rogers is best known for:

Finance
Financial economics
Microeconomics

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).

His most cited work include:

THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (97 citations)
MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (88 citations)

What are the main themes of his work throughout his whole career to date

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.

L. C. G. Rogers most often published in these fields:

Mathematical economics (63.64%)
Econometrics (63.64%)
Finance (54.55%)

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Diffusions, Markov processes, and martingales

L. C. G. Rogers;David Williams.
(1979)

1174 Citations

THE VALUE OF AN ASIAN OPTION

L. C. G. Rogers;Z. Shi.
Journal of Applied Probability (1995)

757 Citations

Estimating Variance From High, Low and Closing Prices

L. C. G. Rogers;S. E. Satchell.
Annals of Applied Probability (1991)

737 Citations

Arbitrage with Fractional Brownian Motion

L. C. G. Rogers.
Mathematical Finance (1997)

737 Citations

Monte Carlo valuation of American options

L. C. G. Rogers.
Mathematical Finance (2002)

725 Citations

Diffusions, Markov Processes and Martingales - Vol 1: Foundations

W. Schachermayer;L. C. G. Rogers;D. Williams.
(1979)

586 Citations

Complete Models with Stochastic Volatility

David G. Hobson;L. C. G. Rogers.
Mathematical Finance (1998)

389 Citations

Failure and Rescue in an Interbank Network

L. C. G. Rogers;L. A. M. Veraart.
Management Science (2013)

382 Citations

Optimal capital structure and endogenous default

Bianca Hilberink;L.C.G. Rogers.
Finance and Stochastics (2002)

292 Citations

Fluid Models in Queueing Theory and Wiener-Hopf Factorization of Markov Chains

L. C. G. Rogers.
Annals of Applied Probability (1994)

281 Citations

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Frequent Co-Authors

External Links

Personal Website for Leonard Rogers