Martin Larsson

Available identifiers

zbMath Open larsson.martinMaRDI QIDQ331359

List of research outcomes

Publication	Date of Publication	Type
Sequential testing for elicitable functionals via supermartingales	2024-03-26	Paper
A composite generalization of Ville's martingale theorem using e-processes	2024-01-17	Paper
Propagation of chaos for maxima of particle systems with mean-field drift interaction	2023-11-20	Paper
Relative arbitrage: Sharp time horizons and motion by curvature	2023-09-28	Paper
Robust asymptotic growth in stochastic portfolio theory under long‐only constraints	2023-09-28	Paper
Ergodic robust maximization of asymptotic growth under stochastic volatility	2022-11-28	Paper
Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs	2022-03-01	Paper
A weak solution theory for stochastic Volterra equations of convolution type	2022-02-14	Paper
Testing exchangeability: fork-convexity, supermartingales and e-processes	2022-01-20	Paper
Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces	2021-07-21	Paper
Convergence of local supermartingales	2021-06-03	Paper
On A Class Of Rank-Based Continuous Semimartingales	2021-04-09	Paper
Testing exchangeability: fork-convexity, supermartingales, and e-processes	2021-01-31	Paper
Informational Efficiency with Trading Constraints: A Characterization	2021-01-15	Paper
A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period	2020-11-07	Paper
Polynomial Jump-Diffusion Models	2020-09-04	Paper
Markov cubature rules for polynomial processes	2020-04-07	Paper
Minimum curvature flow and martingale exit times	2020-03-30	Paper
Affine Volterra processes	2020-01-22	Paper
On the relation between linearity‐generating processes and linear‐rational models	2019-10-31	Paper
Unspanned stochastic volatility in the multifactor CIR model	2019-10-31	Paper
Probability measure-valued polynomial diffusions	2019-05-16	Paper
Stochastic exponentials and logarithms on stochastic intervals. A survey	2019-05-10	Paper
Affine Rough Models	2018-12-20	Paper
Polynomial jump-diffusions on the unit simplex	2018-11-07	Paper
Immersed boundary method for viscous compressible flows around moving bodies	2018-07-18	Paper
Affine processes with compact state space	2018-05-15	Paper
Conditional infimum and recovery of monotone processes	2018-02-23	Paper
On aggregation and representative agent equilibria	2018-02-09	Paper
Semi-static completeness and robust pricing by informed investors	2017-11-07	Paper
The space of outcomes of semi-static trading strategies need not be closed	2017-07-21	Paper
Polynomial diffusions on compact quadric sets	2017-02-14	Paper
Polynomial diffusions and applications in finance	2016-10-27	Paper
Extremal dependence measure and extremogram: the regularly varying case	2016-01-22	Paper
Informational Efficiency under Short Sale Constraints	2015-10-21	Paper
Matrix-valued Bessel processes	2015-08-07	Paper
DEFAULT AND SYSTEMIC RISK IN EQUILIBRIUM	2015-02-20	Paper
Will banning naked CDS impact bond prices?	2014-12-12	Paper
Convergence of local supermartingales and Novikov-Kazamaki type conditions for processes with jumps	2014-11-23	Paper
Filtration shrinkage, strict local martingales and the Föllmer measure	2014-08-06	Paper
Linking Progressive and Initial Filtration Expansions	2013-07-30	Paper
Discretely sampled variance and volatility swaps versus their continuous approximations	2013-04-02	Paper
THE MEANING OF MARKET EFFICIENCY	2013-02-28	Paper
Numerical simulation of confined pulsating jets in human phonation	2012-07-11	Paper
Numerical Simulation of Fluid–Structure Interaction in Human Phonation: Verification of Structure Part	2011-05-18	Paper
Numerical Simulation of Fluid–Structure Interaction in Human Phonation: Application	2011-05-18	Paper
Extremal behavior of Archimedean copulas	2011-05-03	Paper
Credit contagion and risk management with multiple non-ordered defaults	2011-04-27	Paper
Tail Properties of Multivariate Archimedean Copulas	2010-08-10	Paper

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