Martin Larsson
Professor
Address:
6216 Wean Hall
Department of Mathematical Sciences
Carnegie Mellon University
5000 Forbes Avenue
Pittsburgh, PA 15213
Education
Ph.D., Cornell University
Postdoctoral Appointments:
- The Swiss Finance Institute at EPFL, Lausanne, Switzerland
Awards
- Bruti-Liberati Visiting Fellowship (University of Technology Sydney)
Research
My core area of research is Mathematical Finance and related topics in stochastic analysis and probability. My work centers on the theory and applications of finite- and infinite-dimensional affine and polynomial processes, stochastic convolution equations, and stochastic portfolio theory, among other areas.