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Issue Date
Title
Author(s)
2011-08-01
The British Russian option
Glover, K
;
Peskir, G
;
Samee, F
2012-01
Optimal bank and regulatory capital reserve strategies under loan-loss uncertainty
Evatt, G
;
Johnson, P
;
Cheng, M
;
Glover, K
;
al, FME
2010-07-15
The British Asian option
Glover, K
;
Peskir, G
;
Samee, F
2013-06-01
Three-dimensional brownian motion and the golden ratio rule
Glover, K
;
Hulley, H
;
Peskir, G
2014-01-01
Optimal prediction of the last-passage time of a transient diffusion
Glover, K
;
Hulley, H
2022
Short Selling with Margin Risk and Recall Risk
Glover, K
;
Hulley, H
2022
Dynkin Games with Incomplete and Asymmetric Information
De Angelis, T
;
Ekström, E
;
Glover, K
2012-01
The destruction of a safe haven asset?
Baur, DG
;
Glover, K
2022-12-22
With or without replacement? Sampling uncertainty in Shepp's urn scheme
Glover, K
2022
Optimally Stopping of a Brownian Bridge with an Unknown Pinning Time: A Bayesian Approach
Glover, K
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Subject
6
Statistics & Probability
2
Finance
1
01 Mathematical Sciences, 15 Comm...
1
0102 Applied Mathematics, 0103 Nu...
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0102 Applied Mathematics, 0104 St...
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0102 Applied Mathematics, 0104 St...
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1502 Banking, Finance and Investment
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Industrial Engineering & Automation
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Operations Research
Date issued
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2020 - 2022
7
2010 - 2019
Has File(s)
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true
Type
10
Journal Article
1
Conference Proceeding
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5
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