Model-independent hedging strategies for variance swaps. - David Hobson; Martin Klimmek (Finance Stochastics, 2012)

Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems. - Martin Klimmek (J. Appl. Probab., 2014)

Robust price bounds for the forward starting straddle. - David Hobson; Martin Klimmek (Finance Stochastics, 2015)

Data Driven Monitoring of Rolling Stock Components. - Francesco Ferroni; Martin Klimmek; Helge Aufderheide; Joao Laia; Dennis Klingebiel; Maria Davidich (IntelliSys (1), 2016)