Kristoffer Glover

Names

Contact

Affiliations

• University of Technology Sydney → Business School → Finance Discipline Group
  • website
  • location: Sydney, Australia

Research profile

author of:

• The British Asian Option
  by Kristoffer Glover & Goran Peskir & Farman Samee
• The British Russian Option
  by Kristoffer Glover & Goran Peskir & Farman Samee
• Three-Dimensional Brownian Motion and the Golden Ratio Rule
  by Kristoffer Glover & Hardy Hulley & Goran Peskir
• The Destruction of a Safe Haven Asset?
  by Dirk G. Baur & Kristoffer Glover
• Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting
  by Kristoffer Glover & Gerhard Hambusch
• A Gold Bubble?
  by Dirk G. Baur & Kristoffer Glover
• The Trade-off Theory Revisited: On the Effect of Operating Leverage
  by Kristoffer Glover & Gerhard Hambusch
• The trade-off theory revisited: on the effect of operating leverage
  by Kristoffer J. Glover & Gerhard Hambusch
• Heterogeneous expectations in the gold market: Specification and estimation
  by Baur, Dirk G. & Glover, Kristoffer J.
• Speculative trading in the gold market
  by Baur, Dirk G. & Glover, Kristoffer J.
• Leveraged investments and agency conflicts when cash flows are mean reverting
  by Glover, Kristoffer J. & Hambusch, Gerhard
• Optimal prediction of the last-passage time of a transient diffusion
  by Kristoffer Glover & Hardy Hulley
• Dynkin games with heterogeneous beliefs
  by Marta Leniec & Kristoffer Glover & Erik Ekström
• On nonlinear models of markets with finite liquidity: Some cautionary notes
  by Kristoffer Glover & Peter W. Duck & David P. Newton
• Dynkin games with incomplete and asymmetric information
  by Tiziano De Angelis & Erik Ekstr\"om & Kristoffer Glover
• Short Selling with Margin Risk and Recall Risk
  by Kristoffer Glover & Hardy Hulley
• With or without replacement? Sampling uncertainty in Shepp's urn scheme
  by Kristoffer Glover