Martin Klimmek

Publication Activity (10 Years)

Years Active: 2012-2016
Publications (10 Years): 2

Top Topics

Top Venues

Finance Stochastics

J. Appl. Probab.

Publications

Francesco Ferroni, Martin Klimmek, Helge Aufderheide, Joao Laia, Dennis Klingebiel, Maria Davidich
Data Driven Monitoring of Rolling Stock Components. IntelliSys (1) (2016)
David Hobson, Martin Klimmek
Robust price bounds for the forward starting straddle. Finance Stochastics 19 (1) (2015)
Martin Klimmek
Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems. J. Appl. Probab. 51 (2) (2014)
David Hobson, Martin Klimmek
Model-independent hedging strategies for variance swaps. Finance Stochastics 16 (4) (2012)