Kristoffer J. Glover

Available identifiers

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

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