◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

Martin Larsson

2 papers hereh-index 191.5k citations75 works total

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

author position
  • middle author1
  • last author1

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.RM1
same name
  • Martin Larsson — 2 papers

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

most citedDiscretely sampled variance and volatility swaps versus their continuous approximations

5 citations · 9 across the 2 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2011★ 4 cited

Credit contagion and risk management with multiple non-ordered defaults

Younes Kchia, Martin Larsson

The classical reduced-form and filtration expansion framework in credit risk is extended to the case of multiple, non-ordered defaults, assuming that conditional densities of the d…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.