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Larsson, Martin

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Author ID: larsson.martin Recent zbMATH articles by "Larsson, Martin"
Published as: Larsson, M.; Larsson, Martin
Documents Indexed: 32 Publications since 2009

Publications by Year

Citations contained in zbMATH

23 Publications have been cited 139 times in 117 Documents Cited by Year
Polynomial diffusions and applications in finance. Zbl 1386.60237
Filipović, Damir; Larsson, Martin
24
2016
Extremal behavior of Archimedean copulas. Zbl 1213.62084
Larsson, Martin; Nešlehová, Johanna
18
2011
The meaning of market efficiency. Zbl 1278.91062
Jarrow, Robert A.; Larsson, Martin
13
2012
Discretely sampled variance and volatility swaps versus their continuous approximations. Zbl 1267.91073
Jarrow, Robert; Kchia, Younes; Larsson, Martin; Protter, Philip
12
2013
Affine Volterra processes. Zbl 1441.60052
Jaber, Eduardo Abi; Larsson, Martin; Pulido, Sergio
8
2019
Linking progressive and initial filtration expansions. Zbl 1317.60047
Kchia, Younes; Larsson, Martin; Protter, Philip
8
2013
Polynomial diffusions on compact quadric sets. Zbl 1355.60107
Larsson, Martin; Pulido, Sergio
7
2017
Global wake instabilities of low aspect-ratio flat-plates. Zbl 1408.76222
Marquet, O.; Larsson, M.
7
2015
Filtration shrinkage, strict local martingales and the Föllmer measure. Zbl 1304.60050
Larsson, Martin
6
2014
Numerical simulation of confined pulsating jets in human phonation. Zbl 1242.76374
Larsson, Martin; Müller, Bernhard
5
2009
Polynomial jump-diffusions on the unit simplex. Zbl 1402.60105
Cuchiero, Christa; Larsson, Martin; Svaluto-Ferro, Sara
4
2018
Affine processes with compact state space. Zbl 1390.60277
Krühner, Paul; Larsson, Martin
4
2018
On aggregation and representative agent equilibria. Zbl 1406.91254
Jarrow, Robert; Larsson, Martin
3
2018
Semi-static completeness and robust pricing by informed investors. Zbl 1415.91249
Acciaio, Beatrice; Larsson, Martin
3
2017
Approximating functions on stratified sets. Zbl 1316.26011
Drusvyatskiy, D.; Larsson, M.
3
2015
Extremal dependence measure and extremogram: the regularly varying case. Zbl 1329.60153
Larsson, Martin; Resnick, Sidney I.
3
2012
Probability measure-valued polynomial diffusions. Zbl 07055668
Cuchiero, Christa; Larsson, Martin; Svaluto-Ferro, Sara
2
2019
Immersed boundary method for viscous compressible flows around moving bodies. Zbl 1410.76285
Ehsan Khalili, M.; Larsson, Martin; Müller, Bernhard
2
2018
The space of outcomes of semi-static trading strategies need not be closed. Zbl 1416.91410
Acciaio, Beatrice; Larsson, Martin; Schachermayer, Walter
2
2017
Informational efficiency under short sale constraints. Zbl 1338.91089
Jarrow, Robert A.; Larsson, Martin
2
2015
Polynomial jump-diffusion models. Zbl 1450.60038
Filipović, Damir; Larsson, Martin
1
2020
Stochastic exponentials and logarithms on stochastic intervals. A survey. Zbl 07053198
Larsson, Martin; Ruf, Johannes
1
2019
Matrix-valued Bessel processes. Zbl 1335.60147
Larsson, Martin
1
2015
Polynomial jump-diffusion models. Zbl 1450.60038
Filipović, Damir; Larsson, Martin
1
2020
Affine Volterra processes. Zbl 1441.60052
Jaber, Eduardo Abi; Larsson, Martin; Pulido, Sergio
8
2019
Probability measure-valued polynomial diffusions. Zbl 07055668
Cuchiero, Christa; Larsson, Martin; Svaluto-Ferro, Sara
2
2019
Stochastic exponentials and logarithms on stochastic intervals. A survey. Zbl 07053198
Larsson, Martin; Ruf, Johannes
1
2019
Polynomial jump-diffusions on the unit simplex. Zbl 1402.60105
Cuchiero, Christa; Larsson, Martin; Svaluto-Ferro, Sara
4
2018
Affine processes with compact state space. Zbl 1390.60277
Krühner, Paul; Larsson, Martin
4
2018
On aggregation and representative agent equilibria. Zbl 1406.91254
Jarrow, Robert; Larsson, Martin
3
2018
Immersed boundary method for viscous compressible flows around moving bodies. Zbl 1410.76285
Ehsan Khalili, M.; Larsson, Martin; Müller, Bernhard
2
2018
Polynomial diffusions on compact quadric sets. Zbl 1355.60107
Larsson, Martin; Pulido, Sergio
7
2017
Semi-static completeness and robust pricing by informed investors. Zbl 1415.91249
Acciaio, Beatrice; Larsson, Martin
3
2017
The space of outcomes of semi-static trading strategies need not be closed. Zbl 1416.91410
Acciaio, Beatrice; Larsson, Martin; Schachermayer, Walter
2
2017
Polynomial diffusions and applications in finance. Zbl 1386.60237
Filipović, Damir; Larsson, Martin
24
2016
Global wake instabilities of low aspect-ratio flat-plates. Zbl 1408.76222
Marquet, O.; Larsson, M.
7
2015
Approximating functions on stratified sets. Zbl 1316.26011
Drusvyatskiy, D.; Larsson, M.
3
2015
Informational efficiency under short sale constraints. Zbl 1338.91089
Jarrow, Robert A.; Larsson, Martin
2
2015
Matrix-valued Bessel processes. Zbl 1335.60147
Larsson, Martin
1
2015
Filtration shrinkage, strict local martingales and the Föllmer measure. Zbl 1304.60050
Larsson, Martin
6
2014
Discretely sampled variance and volatility swaps versus their continuous approximations. Zbl 1267.91073
Jarrow, Robert; Kchia, Younes; Larsson, Martin; Protter, Philip
12
2013
Linking progressive and initial filtration expansions. Zbl 1317.60047
Kchia, Younes; Larsson, Martin; Protter, Philip
8
2013
The meaning of market efficiency. Zbl 1278.91062
Jarrow, Robert A.; Larsson, Martin
13
2012
Extremal dependence measure and extremogram: the regularly varying case. Zbl 1329.60153
Larsson, Martin; Resnick, Sidney I.
3
2012
Extremal behavior of Archimedean copulas. Zbl 1213.62084
Larsson, Martin; Nešlehová, Johanna
18
2011
Numerical simulation of confined pulsating jets in human phonation. Zbl 1242.76374
Larsson, Martin; Müller, Bernhard
5
2009
all top 5

Cited by 208 Authors

9 Larsson, Martin
8 Jarrow, Robert Alan
7 Nešlehová, Johanna G.
5 Cui, Zhenyu
5 Filipović, Damir
4 Cuchiero, Christa
4 Genest, Christian
4 Protter, Philip Elliott
3 Ackerer, Damien
3 Biagini, Francesca
3 Drusvyatskiy, Dmitriy
3 Frahm, Gabriel
3 Hua, Lei
3 Jiao, Ying
3 Marquet, Olivier
3 Pulido, Sergio
3 Ruf, Johannes
2 Aulbach, Stefan
2 Badescu, Alexandru M.
2 Balbás, Alejandro
2 Balbás, Beatriz
2 Balbás, Raquel
2 Bartl, Daniel
2 Cadot, Olivier
2 Falk, Michael
2 Fougères, Anne-Laure
2 Jaber, Eduardo Abi
2 Jeanblanc, Monique
2 Kardaras, Constantinos
2 Krühner, Paul
2 Kupper, Michael
2 Lee, Hon-Leung
2 Li, Libo
2 Svaluto-Ferro, Sara
2 Tankov, Peter
2 Thomas, Rekha R.
2 Zhang, Yinglin
1 Agoitia Hurtado, María Fernanda del Carmen
1 Aksamit, Anna
1 Alexander, Carol
1 Alfeus, Mesias
1 Arrouy, Pierre-Edouard
1 Barros, Diogo
1 Bayer, Christian
1 Belzile, Léo R.
1 Ben Hammouda, Chiheb
1 Benini, Ernesto
1 Benth, Fred Espen
1 Bernard, Carole
1 Bilina Falafala, Roseline
1 Blanchet-Scalliet, Christophette
1 Blath, Jochen
1 Bonnefoy, Paul
1 Borée, Jacques
1 Bouchard, Bruno
1 Boumezoued, Alexandre
1 Brücker, Christoph
1 Bücher, Axel
1 Burzoni, Matteo
1 Buzzoni, Eugenio
1 Cambou, Mathieu
1 Campi, Luciano
1 Carini, Marco
1 Casanova, Adrián González
1 Charpentier, Arthur
1 Chatelain, Simon
1 Chau, Huy N.
1 Chen, Yuyu
1 Chiarella, Carl
1 Couch, Matthew
1 Dandapani, Aditi
1 Dastgerdi, Maryam Vahid
1 De Vanna, Francesco
1 De, Ashoke
1 Délery, Jean M.
1 Dette, Holger
1 Devineau, Laurent
1 Di Bernardino, Elena
1 Dollinger, Michael B.
1 Drees, Holger
1 Drusvyatskiy, Dmitry
1 Dunham, Eric M.
1 Durante, Fabrizio
1 El Karoui, Nicole
1 Fernández-Sánchez, Juan
1 Fontana, Claudio
1 Foroush Bastani, Ali
1 Fuller, Timo
1 Gijbels, Irène
1 Grasselli, Martino
1 Guasoni, Paolo
1 Hacisevki, Hasan
1 Han, Yuecai
1 He, Xinjiang
1 Herbert, Vincent
1 Hillairet, Caroline
1 Hobson, David G.
1 Hofmann, Martin
1 Horáček, Jaromir
1 Horvath, Blanka
...and 108 more Authors
all top 5

Cited in 51 Serials

8 Journal of Multivariate Analysis
8 Finance and Stochastics
7 Computers and Fluids
7 Quantitative Finance
7 SIAM Journal on Financial Mathematics
6 Stochastic Processes and their Applications
5 Insurance Mathematics & Economics
5 International Journal of Theoretical and Applied Finance
5 Mathematics and Financial Economics
4 The Annals of Applied Probability
3 Electronic Journal of Probability
2 Advances in Applied Probability
2 Computer Methods in Applied Mechanics and Engineering
2 Journal of Fluid Mechanics
2 Fuzzy Sets and Systems
2 Journal of Economic Dynamics & Control
2 European Journal of Operational Research
2 Applied Mathematical Finance
2 Extremes
2 The ANZIAM Journal
2 Annals of Finance
2 Dependence Modeling
2 Probability, Uncertainty and Quantitative Risk
1 Fluid Dynamics
1 Israel Journal of Mathematics
1 Journal of Computational Physics
1 Journal of Mathematical Biology
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 The Annals of Statistics
1 Applied Mathematics and Computation
1 Proceedings of the American Mathematical Society
1 SIAM Journal on Control and Optimization
1 Theory and Decision
1 Transactions of the American Mathematical Society
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Statistics
1 SIAM Journal on Matrix Analysis and Applications
1 Annals of Operations Research
1 Test
1 Computational and Applied Mathematics
1 Journal of Convex Analysis
1 Electronic Communications in Probability
1 Bernoulli
1 Abstract and Applied Analysis
1 European Journal of Mechanics. B. Fluids
1 Decisions in Economics and Finance
1 Journal of Industrial and Management Optimization
1 Electronic Journal of Statistics
1 Stochastic Systems

Citations by Year