The following pages link to Martin Klimmek (Q373843):
Displaying 7 items.
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
- The Wronskian parametrises the class of diffusions with a given distribution at a random time (Q456284) (← links)
- From minimal embeddings to minimal diffusions (Q457779) (← links)
- Robust price bounds for the forward starting straddle (Q486935) (← links)
- Model-independent hedging strategies for variance swaps (Q693029) (← links)
- Constructing time-homogeneous generalized diffusions consistent with optimal stopping values (Q3108376) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
