Martin Klimmek

Identifiers

• name variant Martin Klimmek 0.60 · backfill

Papers (7)

1. From minimal embeddings to minimal diffusions math.PR · 2013 · author #2
2. Robust price bounds for the forward starting straddle q-fin.PR · 2013 · author #2
3. Parameter dependent optimal thresholds, indifference levels and inverse optimal stopping problems math.PR · 2013 · author #1
4. The Wronskian parameterizes the class of diffusions with a given distribution at a random time math.PR · 2012 · author #1
5. Model independent hedging strategies for variance swaps q-fin.PR · 2011 · author #2
6. Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps math.PR · 2010 · author #2
7. Constructing Time-Homogeneous Generalised Diffusions Consistent with Optimal Stopping Values math.PR · 2010 · author #2

Mentions

• 1306.2873 #2 · backfill · confidence 0.70 Martin Klimmek
• 1304.2141 #2 · backfill · confidence 0.70 Martin Klimmek
• 1302.2769 #1 · backfill · confidence 0.70 Martin Klimmek
• 1206.0482 #1 · backfill · confidence 0.70 Martin Klimmek
• 1104.4010 #2 · backfill · confidence 0.70 Martin Klimmek
• 1012.3909 #2 · backfill · confidence 0.70 Martin Klimmek
• 1005.0160 #2 · backfill · confidence 0.70 Martin Klimmek

Frequent Coauthors

• David Hobson 4 shared papers
• Alexander M.G. Cox 1 shared papers