Martin Larsson
Author
Alternate names Martin Larsson, Martin Kustvall Larsson, M. Larsson
Institution Carnegie Mellon University
Past institutions Carnegie Mellon University, ETH Zurich, Centrum Wiskunde & Informatica, Université Paris-Saclay, Centre National de la Recherche Scientifique +5 more
ORCID: Yes
H-index: 18
I10-index: 30
Works count: 189
Citations count: 1,228
Affine Volterra processes
2019 · Eduardo Abi Jaber, Martin Larsson, et al. · The Annals of Applied Probability
Linear‐Rational Term Structure Models
2016 · Damir Filipović, Martin Larsson, et al. · The Journal of Finance
The Meaning Of Market Efficiency
2012 · Robert A. Jarrow, Martin Larsson · Mathematical Finance