Martin Klimmek

Available identifiers

zbMath Open klimmek.martinMaRDI QIDQ373843

List of research outcomes

Publication	Date of Publication	Type
Robust price bounds for the forward starting straddle	2015-01-19	Paper
From minimal embeddings to minimal diffusions	2014-09-29	Paper
Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems	2014-07-11	Paper
Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps	2013-10-25	Paper
Model-independent hedging strategies for variance swaps	2012-12-07	Paper
The Wronskian parametrises the class of diffusions with a given distribution at a random time	2012-10-23	Paper
Constructing time-homogeneous generalized diffusions consistent with optimal stopping values	2012-01-03	Paper

Research outcomes over time

This page was built for person: Martin Klimmek