Martin Larsson

Prof. Dr. Martin Larsson

Martin Larsson is Professor of Mathematical Finance at ETH Zürich. His research interests are probability theory, stochastic processes, and applications in mathematical finance and financial engineering. He is a member of the ETH Risk Center.


Recent publications:

Polynomial jump-diffusions on the unit simplex (with C. Cuchiero, S. Svaluto-Ferro)
Annals of Applied Probability, Forthcoming.

On aggregation and representative agent equilibria (with R. Jarrow)  Journal of Mathematical Economics, 74, 119-127, 2018.

Linear-rational term structure models (with D. Filipovic, A. Trolle). Journal of Finance, 72(2), 655-704, 2017.