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Author(s)
2011-08-01
The British Russian option
Glover, K
;
Peskir, G
;
Samee, F
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
2019-05-01
Weak tail conditions for local martingales
Hulley, H
;
Ruf, J
2022-09-01
Jump-robust testing of volatility functions in continuous time models
Chen, Q
;
Xu, W
;
Gong, Y
2021-10
Asymptotic distribution of the score test for detecting marks in hawkes processes
Clinet, S
;
Dunsmuir, WTM
;
Peters, GW
;
Richards, K-A
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
2012-11-01
Localized level crossing random walk test robust to the presence of structural breaks
Alexeev, V
;
Maynard, A
2017-03-01
Dynkin games with heterogeneous beliefs
Ekström, E
;
Glover, K
;
Leniec, M
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0102 Applied Mathematics, 0104 St...
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0104 Statistics
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0104 Statistics, 1403 Econometrics
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2020 - 2022
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2010 - 2019
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