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Martin Klimmek

1 paper here

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author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.PR1
same name
  • Martin Klimmek — 4 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

q-fin.PR2011

Model independent hedging strategies for variance swaps

David Hobson, Martin Klimmek

A variance swap is a derivative with a path-dependent payoff which allows investors to take positions on the future variability of an asset. In the idealised setting of a continuou…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.