The Wronskian parameterizes the class of diffusions with a given distribution at a random time par Klimmek, M

Parameter dependent optimal thresholds, indifference levels and inverse optimal stopping problems par Klimmek, M

Model independent hedging strategies for variance swaps par Hobson, D, Klimmek, M

Robust price bounds for the forward starting straddle par Hobson, D, Klimmek, M

Constructing Time-Homogeneous Generalised Diffusions Consistent with Optimal Stopping Values par Hobson, D, Klimmek, M

Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps par Hobson, D, Klimmek, M