Martin Klimmek
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Robust price bounds for the forward starting straddle Finance and Stochastics | 2015-01-19 | Paper |
| From minimal embeddings to minimal diffusions Electronic Communications in Probability | 2014-09-29 | Paper |
| Parameter dependent optimal thresholds, indifference levels and inverse optimal stopping problems Journal of Applied Probability | 2014-07-11 | Paper |
| Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps The Annals of Applied Probability | 2013-10-25 | Paper |
| Model-independent hedging strategies for variance swaps Finance and Stochastics | 2012-12-07 | Paper |
| The Wronskian parametrises the class of diffusions with a given distribution at a random time Electronic Communications in Probability | 2012-10-23 | Paper |
| Constructing time-homogeneous generalized diffusions consistent with optimal stopping values Stochastics | 2012-01-03 | Paper |
Research outcomes over time
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