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., Ralph, D and Store, K (2019). Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times Journal of Financial and Quantitative Analysis, Accepted:.
Niesert, R.F., Oorschot, J.A., Veldhuisen, C.P., Brons, K. and Lange, R. (2019). Can Google search Data help predict macroeconomic series? International Journal of Forecasting, :.
Lange, R., Atkinson, A. and Kress, M. (2016). When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence Operations Research, 64(2):315--328.