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.
- 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.