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Items where Author is "Larsson, Martin"

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Number of items: 4.


Larsson, Martin and Ruf, Johannes (2020) Convergence of local supermartingales. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. ISSN 0246-0203 (In Press)

Larsson, Martin and Ruf, Johannes (2018) Stochastic exponentials and logarithms on stochastic intervals: a survey. Journal of Mathematical Analysis and Applications. pp. 1-14. ISSN 0022-247X

Acciaio, Beatrice and Larsson, Martin (2017) Semi-static completeness and robust pricing by informed investors. Annals of Applied Probability, 27 (4). pp. 2270-2304. ISSN 1050-5164

Acciaio, Beatrice, Larsson, Martin and Schachermayer, Walter (2017) The space of outcomes of semi-static trading strategies need not be closed. Finance and Stochastics, 21 (3). pp. 741-751. ISSN 0949-2984

This list was generated on Fri Jun 5 22:27:12 2020 BST.