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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
932012
Heterogeneous expectations in the gold market: Specification and estimation
DG Baur, KJ Glover
Journal of Economic Dynamics and Control 40, 116-133, 2014
432014
Three-dimensional Brownian motion and the golden ratio rule
K Glover, H Hulley, G Peskir
402013
Speculative trading in the gold market
DG Baur, KJ Glover
International Review of Financial Analysis 39, 63-71, 2015
372015
The trade-off theory revisited: On the effect of operating leverage
KJ Glover, G Hambusch
International Journal of Managerial Finance 10 (1), 2-22, 2014
352014
A gold bubble?
DG Baur, K Glover
Finance Discipline Group, UTS Business School, University of Technology …, 2012
312012
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
272010
Dynkin games with heterogeneous beliefs
E Ekström, K Glover, M Leniec
Journal of Applied Probability 54 (1), 236-251, 2017
192017
Dynkin games with incomplete and asymmetric information
T De Angelis, E Ekström, K Glover
Mathematics of Operations Research 47 (1), 560-586, 2022
182022
The British Russian option
K Glover, G Peskir, F Samee
Stochastics An International Journal of Probability and Stochastic Processes …, 2011
142011
The British Asian option
K Glover, G Peskir, F Samee
Sequential Analysis 29 (3), 311-327, 2010
122010
A behavioural finance approach with fundamentalists and chartists in the gold market
D Baur, K Glover
University of Technology Sydney Working Paper, 2011
102011
Analysis of PDES Arising in Nonlinear and Non-Standard Option Pricing
KJ Glover
PQDT-Global, 2008
92008
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
62016
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
62014
Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach
K Glover
Stochastic Processes and their Applications 150, 919-937, 2022
52022
Short selling with margin risk and recall risk
K Glover, H Hulley
International Journal of Theoretical and Applied Finance 25 (02), 2250007, 2022
52022
Quickest Detection Problems for Ornstein–Uhlenbeck Processes
K Glover, G Peskir
Mathematics of Operations Research 49 (2), 1045-1064, 2024
32024
Leveraged investments and agency conflicts when prices are mean reverting
K Glover, G Hambusch
Available at SSRN, 2012
22012
Capital ideas: optimal capital accumulation strategies for a bank and its regulator
KJ Glover, PV Johnson, GW Evatt, M Cheng
The European Journal of Finance 29 (18), 2075-2106, 2023
12023
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