Kristoffer John Glover
Kristoffer John Glover
UTS Business School, University of Technology Sydney
Verified email at uts.edu.au - Homepage
Title
Cited by
Cited by
Year
The destruction of a safe haven asset?
DG Baur, KJ Glover
Available at SSRN 2142283, 2012
322012
Heterogeneous expectations in the gold market: Specification and estimation
DG Baur, KJ Glover
Journal of Economic Dynamics and Control 40, 116-133, 2014
302014
Three-dimensional Brownian motion and the golden ratio rule
K Glover, H Hulley, G Peskir
The Annals of Applied Probability 23 (3), 895-922, 2013
212013
Speculative trading in the gold market
DG Baur, KJ Glover
International Review of Financial Analysis 39, 63-71, 2015
202015
On nonlinear models of markets with finite liquidity: some cautionary notes
KJ Glover, PW Duck, DP Newton
SIAM Journal on Applied Mathematics 70 (8), 3252-3271, 2010
192010
A gold bubble?
DG Baur, K Glover
Finance Discipline Group, UTS Business School, University of Technology …, 2012
162012
The trade-off theory revisited: on the effect of operating leverage
KJ Glover, G Hambusch
International Journal of Managerial Finance, 2014
142014
The British Russian Option
K Glover, G Peskir, F Samee
Stochastics An International Journal of Probability and Stochastic Processes …, 2011
112011
The British Asian option
K Glover, G Peskir, F Samee
Sequential Analysis 29 (3), 311-327, 2010
112010
Analysis of PDES Arising in Nonlinear and Non-Standard Option Pricing
KJ Glover
PQDT-Global, 2008
92008
A behavioural finance approach with fundamentalists and chartists in the gold market
D Baur, K Glover
University of Technology Sydney Working Paper, 2011
82011
Dynkin games with heterogeneous beliefs
E Ekström, K Glover, M Leniec
Journal of Applied Probability, 2017
52017
Optimal prediction of the last-passage time of a transient diffusion
K Glover, H Hulley
SIAM Journal on Control and Optimization 52 (6), 3833-3853, 2014
32014
Leveraged investments and agency conflicts when prices are mean reverting
K Glover, G Hambusch
Available at SSRN, 2012
22012
Optimal stopping of a Brownian bridge with an uncertain pinning time
K GLOVER
arXiv preprint arXiv:1902.10261, 2019
12019
Dynkin games with incomplete and asymmetric information
T De Angelis, E Ekström, K Glover
arXiv preprint arXiv:1810.07674, 2018
12018
Leveraged investments and agency conflicts when cash flows are mean reverting
KJ Glover, G Hambusch
Journal of Economic Dynamics and Control 67, 1-21, 2016
12016
Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach
K Glover
Stochastic Processes and their Applications, 2020
2020
With or without replacement? Sampling uncertainty in Shepp's urn scheme
K Glover
arXiv preprint arXiv:1911.11971, 2019
2019
Short Selling with Margin Risk and Recall Risk
K Glover, H Hulley
arXiv preprint arXiv:1903.11804, 2019
2019
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Articles 1–20