Martin Klimmek und David Hobson - Info zur Person

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Model-independent hedging strategies for variance swapsRePEc

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von D Hobson · · Zitiert von: 64 — David Hobson & Martin Klimmek, "Model-independent hedging strategies for variance swaps," Finance and Stochastics, Springer, vol. 16(4), pages

Robust price bounds for the forward starting straddleRePEc

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von D Hobson · · Zitiert von: 86 — David Hobson & Martin Klimmek, "Robust price bounds for the forward starting straddle," Papers , arXiv.org. Handle: RePEc:arx:papers ...

Pricing of Securities authors/titles Apr 2013arXiv

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arXiv: [pdf, other]. Title: Robust price bounds for the forward starting straddle. Authors: David Hobson, Martin Klimmek. Subjects: Pricing of ...

Catchup results for math from Sat, 1 May arXiv

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Authors: Calin Iulian Martin NT); Mathematical Software (cs.MS) CV); Soft Condensed Matter (cond-mat.soft); Mathematical Physics (math-ph); Exactly Solvable and Integrable Systems (nlin.SI) Authors: J. C. A. Barata, L. F. Canto, M. S. Hussein Authors: David Hobson, Martin Klimmek.

Variance Trading and Market Price of Variance RiskSocial Science Research Network

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von O Bondarenko · · Zitiert von: 116 — David Hobson , Martin Klimmek. Model-independent hedging strategies for variance swaps. Finance and Stochastics , volume 16 , issue 4 , p.

Constructing Time-Homogeneous Generalised Diffusions Consistent with...

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Constructing Time-Homogeneous Generalised Diffusions Consistent with Optimal Stopping Values. Authors: David Hobson, Martin Klimmek.

EconPapers: Model independent hedging strategies for variance swaps

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By David Hobson and Martin Klimmek; Abstract: A variance swap is a derivative with a path-dependent payoff which allows investors to take positions on the future

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Robust price bounds for the forward starting straddleProQuest

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von D Hobson · · Zitiert von: 86 — David Hobson Martin Klimmek. Received: 22 April Published online: 1 November Springer-Verlag Berlin Heidelberg Abstract We consider the ...

Model-independent hedging strategies for variance swapsPeeref

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写评论. 首页 · 学术论文 · 论文搜索; 论文详情. 标题. Model-independent hedging strategies for variance swaps. 作者. David Hobson Martin Klimmek. 关键词.

Robust price bounds for the forward starting straddleEBSCO

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von D Hobson · · Zitiert von: 83 — David Hobson · Martin Klimmek. Received: 22 April Published online: 1 November © Springer-Verlag Berlin Heidelberg von D Hobson · · Zitiert von: 64 — David Hobson · Martin Klimmek. Received: 13 May Accepted: 9 March Published online: 19 June © Springer-Verlag

Finance and Stochastics | springerprofessional.de

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Robust price bounds for the forward starting straddle. David Hobson, Martin Klimmek. Anzeige. Aktuelle Ausgaben. Finance and Stochastics Ausgabe

Maximizing functionals of the maximum in the Skorokhod embedding...

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David Hobson,; Martin Klimmek. The Azéma-Yor solution (resp., the Perkins solution) of the Skorokhod embedding problem has the property ...

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Martin Klimmek und David Hobson Person-Info