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Martin Larsson

SSRN Author Rank: 13,584 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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. Martin Larsson's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,563
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
894
(15,787)
 

2.  
Linear-Rational Term Structure Models | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 14-15
Number of Pages in PDF File: 118
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:
24 Mar 16
443
(18,870)
1

3.  
Polynomial Diffusions and Applications in Finance | Show Abstract | Download This Paper | Open PDF in Browser |
Finance and Stochastics, Forthcoming, Swiss Finance Institute Research Paper No. 14-54
Number of Pages in PDF File: 43
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
15 Aug 14
Last Revised:
14 Mar 16
100
(106,706)
 

4.   Incl. Electronic Paper
Capponi, Agostino
Columbia University
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
04 Aug 11
Last Revised:
17 Jan 15
99
(202,367)
 

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
68
(248,139)
 

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
65
(136,694)
 

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
(326,600)
 

8.  
The Meaning of Market Efficiency | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 22, Issue 1, pp. 1-30, 2012
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
21 Jan 12
2
(492,302)
 

9.  
Filipović, Damir
Ecole Polytechnique Fédérale de Lausanne
Larsson, Martin
ETH Zurich - Department of Mathematics
Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
Posted:
24 Mar 16
0
(215,407)
 

10.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Larsson, Martin
ETH Zurich - Department of Mathematics
Posted:
04 Dec 15
0
(349,753)
 


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