Kristoffer J. Glover

zbMath Openglover.kristoffer-jMaRDI QIDQ1656784

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Quickest detection problems for Ornstein-Uhlenbeck processes Mathematics of Operations Research	2024-06-27	Paper
With or without replacement? Sampling uncertainty in Shepp’s urn scheme Journal of Applied Probability	2023-05-08	Paper
Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach Stochastic Processes and their Applications	2022-06-20	Paper
Dynkin games with incomplete and asymmetric information Mathematics of Operations Research	2022-05-17	Paper
Short selling with margin risk and recall risk International Journal of Theoretical and Applied Finance	2022-03-29	Paper
Heterogeneous expectations in the gold market: specification and estimation Journal of Economic Dynamics and Control	2018-11-01	Paper
Dynkin games with heterogeneous beliefs Journal of Applied Probability	2018-09-26	Paper
Leveraged investments and agency conflicts when cash flows are mean reverting Journal of Economic Dynamics and Control	2018-08-10	Paper
Optimal prediction of the last-passage time of a transient diffusion SIAM Journal on Control and Optimization	2015-03-27	Paper
Three-dimensional Brownian motion and the golden ratio rule The Annals of Applied Probability	2013-05-10	Paper
The British Russian Option Stochastics	2012-01-03	Paper
On nonlinear models of markets with finite liquidity: some cautionary notes SIAM Journal on Applied Mathematics	2011-04-08	Paper
The British Asian option Sequential Analysis	2010-10-01	Paper

Research outcomes over time

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