Browsing byAuthorGlover, K
Showing results 1 to 15 of 15
Issue Date | Title | Author(s) |
2024-07 | A comment on the relationship between operating leverage and financial leverage | Glover, K |
2010-07-15 | The British Asian option | Glover, K; Peskir, G; Samee, F |
2011-08-01 | The British Russian option | Glover, K; Peskir, G; Samee, F |
2012-01 | The destruction of a safe haven asset? | Baur, DG; Glover, K |
2017-03-01 | Dynkin games with heterogeneous beliefs | Ekström, E; Glover, K; Leniec, M |
2022 | Dynkin Games with Incomplete and Asymmetric Information | De Angelis, T; Ekström, E; Glover, K |
2022-01-01 | Financially constrained index futures arbitrage | Glover, K; Hulley, H |
2012-01 | Optimal bank and regulatory capital reserve strategies under loan-loss uncertainty | Evatt, G; Johnson, P; Cheng, M; Glover, K; al, FME |
2014-01-01 | Optimal prediction of the last-passage time of a transient diffusion | Glover, K; Hulley, H |
2022 | Optimally Stopping of a Brownian Bridge with an Unknown Pinning Time: A Bayesian Approach | Glover, K |
2024 | Quickest Detection Problems for Ornstein-Uhlenbeck Processes | Glover, K; Peskir, G |
2022 | Short Selling with Margin Risk and Recall Risk | Glover, K; Hulley, H |
2022 | The Challenge of Indigenous Polities | Glover, K; Cubillo, E |
2013-06-01 | Three-dimensional brownian motion and the golden ratio rule | Glover, K; Hulley, H; Peskir, G |
2022-12-22 | With or without replacement? Sampling uncertainty in Shepp's urn scheme | Glover, K |