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researcher

Kasper Larsen

18 papers hereh-index 13497 citations33 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author7
  • middle author3
  • last author6

Across the 17 of 18 papers where every author was matched, so the position is known.

fields
  • q-fin.PM7
  • q-fin.MF5
  • q-fin.TR4
  • math.PR1
  • q-fin.GN1
same name
  • Kasper Larsen — 2 papers, h 2
  • Kasper Larsen — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedOn utility maximization under convex portfolio constraints

15 citations · 17 across the 10 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2026

Strict SDE Comparison for Cusp Coefficients and Counterexamples

Kasper Larsen

We provide a tractable sufficient condition for strict comparison for solutions of the one-dimensional stochastic differential equation \[ d X_t^x=σ(X_t^x)\,d B_t, \quad X_0^x=x\in…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.