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Larsson, Martin


 SSRN Author Rank: 18,052 by Downloads
 Assistant Professor
 

ETH Zurich - Department of Mathematics


 Ramistrasse 101
 Zurich, 8092
 Switzerland
 HOME PAGE: http://math.ethz.ch/~larssonm
 email address

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. Larsson, Martin's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,633
Total
Citations
1
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Meaning of Market Efficiency | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 07-2011
Number of Pages in PDF File: 35
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
10 Mar 11
Last Revised:
01 Sep 11
881
(15,592)
 

2.  
Linear-Rational Term Structure Models | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 14-15
Number of Pages in PDF File: 94
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Larsson, Martin
ETH Zurich - Department of Mathematics
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
28 Feb 14
Last Revised:
05 Sep 14
420
(43,129)
1

3.   Incl. Electronic Paper
Capponi, Agostino
Columbia University
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
04 Aug 11
Last Revised:
17 Jan 15
96
(180,453)
 

4.  
Polynomial Preserving Diffusions and Applications in Finance | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 14-54
Number of Pages in PDF File: 42
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
15 Aug 14
Last Revised:
26 May 15
90
(188,214)
 

5.  
Will Banning Naked CDS Impact Bond Prices? | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in Annals of Finance
Number of Pages in PDF File: 32
Capponi, Agostino
Columbia University
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
15 Aug 13
65
(227,942)
 

6.  
Price Contagion Through Balance Sheet Linkages | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in Review of Asset Pricing Studies
Number of Pages in PDF File: 26
Capponi, Agostino
Columbia University
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
07 Jun 15
Last Revised:
15 Jun 15
45
(271,044)
 

7.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
07 Jan 14
34
(301,217)
 

8.  
The Meaning of Market Efficiency | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 22, Issue 1, pp. 1-30, 2012
Jarrow, Robert A.
affiliation not provided to SSRN
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
21 Jan 12
2
(436,866)
 


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