Details
Title
Larsson, Martin
Sciper ID
229181
Publications
Default And Systemic Risk In Equilibrium
Filtration Shrinkage, Strict Local Martingales And The Follmer Measure
Informational Efficiency under Short Sale Constraints
Linear-Rational Term Structure Models
Polynomial Jump-Diffusion Models
Polynomial diffusions and applications in finance
Filtration Shrinkage, Strict Local Martingales And The Follmer Measure
Informational Efficiency under Short Sale Constraints
Linear-Rational Term Structure Models
Polynomial Jump-Diffusion Models
Polynomial diffusions and applications in finance
Link to search
All resources
Record appears in
Authorities > People