| Robust price bounds for the forward starting straddle D Hobson, M Klimmek Finance and Stochastics 19 (1), 189-214, 2015 | 88 | 2015 |
| Model independent hedging strategies for variance swaps D Hobson, M Klimmek Finance and Stochastics 16 (4), 611-649, 2011 | 64 | 2011 |
| Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps D Hobson, M Klimmek The Annals of Applied Probability 23 (5), 2020-2052, 2013 | 15* | 2013 |
| On the Information Content of Wine Notes: Some New Algorithms? M Klimmek Journal of Wine Economics 8 (03), 318-334, 2013 | 8 | 2013 |
| Data Driven Monitoring of Rolling Stock Components F Ferroni, M Klimmek, H Aufderheide, J Laia, D Klingebiel, M Davidich Proceedings of SAI Intelligent Systems Conference (IntelliSys) 2016, 2017 | 5 | 2017 |
| Constructing time-homogeneous generalized diffusions consistent with optimal stopping values D Hobson, M Klimmek Stochastics An International Journal of Probability and Stochastic Processes …, 2011 | 5 | 2011 |
| The Wronskian parametrises the class of diffusions with a given distribution at a random time M Klimmek Electronic Communications in Probability 17, 2012 | 3 | 2012 |
| From minimal embeddings to minimal diffusions AMG Cox, M Klimmek Electronic Communications in Probability 19, 2014 | 1 | 2014 |
| Parameter dependent optimal thresholds, indifference levels and inverse optimal stopping problems M Klimmek Journal of Applied Probability 51 (2), 492-511, 2014 | 1 | 2014 |
| On inverse problems in mathematical finance M Klimmek University of Warwick, 2012 | 1 | 2012 |
