Browsing 15 Commerce, Management, Tourism and Services by Author "Glover, Kristoffer"

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Browsing 15 Commerce, Management, Tourism and Services by Author "Glover, Kristoffer"

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  • Glover, Kristoffer; Peskir, Goran; Samee, F (Taylor and Francis, 2010)
    Following the economic rationale of Peskir and Samee (2008a,b), we present a new class of Asian options where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) ...
  • Baur, Dirk; Glover, Kristoffer (Auckland Centre for Financial Research, Auckland University of Technology, 2012)
    Gold has been a store of value for centuries and a safe haven for investors in the past decades. However, the increased investment in gold for speculative or hedging purposes has changed the safe haven property. We demonstrate ...