Rutger-Jan Lange is an assistant professor in Quantitative Finance at the Department of Econometrics at Erasmus University Rotterdam. He holds a PhD in management science and operations research from the University of Cambridge and has published in econometrics, finance and theoretical physics.
List of publications
Lange,R. and Ralph,D and Store,K. 2019. Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times. Journal of Financial and Quantitative Analysis
Lange,R. and Atkinson,A. and Kress,M.. 2016. When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence. Operations Research, 64, 315--328