Kasper Larsen

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 6 citations into it; #8,632 of 10,518 by trust here, #9,725 by citations

Whom Kasper Larsen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eckhard Platen

Who trusts Kasper Larsen overall

1. Ioannis Karatzas

Papers from Kasper Larsen's perspective

Ordered by how strongly the researchers Kasper Larsen trusts endorse each paper. Same corpus, a different order for every researcher.

1. A minimal financial market model
2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
3. The Pricing of Options and Corporate Liabilities
4. Stochastic Volatility for Lévy Processes
5. Local martingales, arbitrage, and viability Free snacks and cheap thrills
6. Martingales versus PDEs in finance: an equivalence result with examples (Journal of Applied Probability)
7. Relative arbitrage in volatility-stabilized markets
8. A BENCHMARK APPROACH TO FINANCE
9. Brownian Motion and Stochastic Calculus
10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers

• No Arbitrage and the Growth Optimal Portfolio (2007) — 65 citations