Kristoffer J. Glover

According to our database, Kristoffer J. Glover authored at least 6 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

Quickest Detection Problems for Ornstein-Uhlenbeck Processes.

Kristoffer J. Glover, Goran Peskir

Math. Oper. Res., 2024

2023

With or without replacement? Sampling uncertainty in Shepp's urn scheme.

Kristoffer J. Glover

J. Appl. Probab., June, 2023

2022

Dynkin Games with Incomplete and Asymmetric Information.

Tiziano De Angelis, Erik Ekström, Kristoffer J. Glover

Math. Oper. Res., 2022

2017

Dynkin games with heterogeneous beliefs.

Erik Ekström, Kristoffer J. Glover, Marta Leniec

J. Appl. Probab., 2017

2014

Optimal Prediction of the Last-Passage Time of a Transient Diffusion.

Kristoffer J. Glover, Hardy Hulley

SIAM J. Control. Optim., 2014

2010

On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes.

Kristoffer J. Glover, Peter W. Duck, David P. Newton

SIAM J. Appl. Math., 2010