Person:1656784

Available identifiers

zbMath Open glover.kristoffer-jMaRDI QIDQ1656784

List of research outcomes

Publication	Date of Publication	Type
With or without replacement? Sampling uncertainty in Shepp’s urn scheme	2023-05-08	Paper
Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach	2022-06-20	Paper
Dynkin Games with Incomplete and Asymmetric Information	2022-05-17	Paper
SHORT SELLING WITH MARGIN RISK AND RECALL RISK	2022-03-29	Paper
Heterogeneous expectations in the gold market: specification and estimation	2018-11-01	Paper
Dynkin games with heterogeneous beliefs	2018-09-26	Paper
Leveraged investments and agency conflicts when cash flows are mean reverting	2018-08-10	Paper
Optimal Prediction of the Last-Passage Time of a Transient Diffusion	2015-03-27	Paper
Three-dimensional Brownian motion and the golden ratio rule	2013-05-10	Paper
The British Russian Option	2012-01-03	Paper
On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes	2011-04-08	Paper
The British Asian Option	2010-10-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Kristoffer J. Glover