Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
Constructing Time-Homogeneous Generalised Diffusions Consistent with Optimal Stopping Values
Maximising functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps
Model independent hedging strategies for variance swaps
No associations
LandOfFree
Martin Klimmek does not yet have a rating. At this time, there are no reviews or comments for this scientist.
If you have personal experience with Martin Klimmek, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Martin Klimmek will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-P-326999