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)

Optimal Prediction of the Last-Passage Time of a Transient Diffusion. - Kristoffer J. Glover; Hardy Hulley (SIAM J. Control. Optim., 2014)

Dynkin games with heterogeneous beliefs. - Erik Ekström; Kristoffer J. Glover; Marta Leniec (J. Appl. Probab., 2017)

Dynkin Games with Incomplete and Asymmetric Information. - Tiziano De Angelis; Erik Ekström; Kristoffer J. Glover (Math. Oper. Res., 2022)

With or without replacement? Sampling uncertainty in Shepp's urn scheme. - Kristoffer J. Glover (J. Appl. Probab., 2023)

Quickest Detection Problems for Ornstein-Uhlenbeck Processes. - Kristoffer J. Glover; Goran Peskir (Math. Oper. Res., 2024)