| Publication | Date of Publication | Type |
|---|
| Hedging With Linear Regressions and Neural Networks | 2024-10-17 | Paper |
| Minimum curvature flow and martingale exit times | 2024-08-30 | Paper |
| Martin Larsson and Johannes Ruf's contribution to the discussion of `Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas | 2024-07-09 | Paper |
| A composite generalization of Ville's martingale theorem using e-processes | 2024-01-17 | Paper |
| Relative arbitrage: Sharp time horizons and motion by curvature | 2023-09-28 | Paper |
| Simplified calculus for semimartingales: multiplicative compensators and changes of measure | 2023-06-19 | Paper |
| Simplified stochastic calculus via semimartingale representations | 2022-02-22 | Paper |
| Testing exchangeability: fork-convexity, supermartingales and e-processes | 2022-01-20 | Paper |
| Pure-jump semimartingales | 2021-09-10 | Paper |
| Simplified stochastic calculus with applications in economics and finance | 2021-06-07 | Paper |
| Convergence of local supermartingales | 2021-06-03 | Paper |
| Testing exchangeability: fork-convexity, supermartingales, and e-processes | 2021-01-31 | Paper |
| Filtration shrinkage, the structure of deflators, and failure of market completeness | 2020-11-11 | Paper |
| The Impact of Proportional Transaction Costs on Systematically Generated Portfolios | 2020-11-07 | Paper |
| Minimum curvature flow and martingale exit times | 2020-03-30 | Paper |
| NONPARAMETRIC IDENTIFICATION OF THE MIXED HAZARD MODEL USING MARTINGALE-BASED MOMENTS | 2020-03-25 | Paper |
| Generalised Lyapunov Functions and Functionally Generated Trading Strategies | 2020-01-13 | Paper |
| A practical guide to measuring social structure using indirectly observed network data | 2019-08-27 | Paper |
| Projections of scaled Bessel processs | 2019-08-06 | Paper |
| Weak tail conditions for local martingales | 2019-06-18 | Paper |
| Stochastic exponentials and logarithms on stochastic intervals. A survey | 2019-05-10 | Paper |
| Financial models with defaultable numéraires | 2019-05-08 | Paper |
| Volatility and arbitrage | 2018-05-25 | Paper |
| Local martingales in discrete time | 2018-05-11 | Paper |
| A remark on H1 martingales | 2018-04-26 | Paper |
| Trading strategies generated by Lyapunov functions | 2017-07-21 | Paper |
| Piecewise constant local martingales with bounded numbers of jumps | 2017-06-01 | Paper |
| Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions | 2016-06-27 | Paper |
| A weak convergence criterion for constructing changes of measure | 2016-06-09 | Paper |
| A one-dimensional diffusion hits points fast | 2016-05-23 | Paper |
| Distribution of the time to explosion for one-dimensional diffusions | 2016-04-07 | Paper |
| Supermartingales as Radon-Nikodym densities and related measure extensions | 2016-02-12 | Paper |
| A Systematic Approach to Constructing Market Models with Arbitrage | 2015-10-21 | Paper |
| The uniform integrability of martingales. On a question by Alexander Cherny | 2015-08-21 | Paper |
| The martingale property in the context of stochastic differential equations | 2015-08-17 | Paper |
| Convergence of local supermartingales and Novikov-Kazamaki type conditions for processes with jumps | 2014-11-23 | Paper |
| Convergence in models with bounded expected relative hazard rates | 2014-11-19 | Paper |
| On the hedging of options on exploding exchange rates | 2014-11-14 | Paper |
| Negative call prices | 2014-11-12 | Paper |
| Why are quadratic normal volatility models analytically tractable? | 2014-01-23 | Paper |
| HEDGING UNDER ARBITRAGE | 2013-04-29 | Paper |
| A new proof for the conditions of Novikov and Kazamaki | 2013-01-24 | Paper |
| Conditioned martingales | 2012-10-23 | Paper |
| Monotone imitation | 2009-10-23 | Paper |
