Carnegie Mellon University

Martin Larsson

Associate Professor

Address:
6128 Wean Hall
Department of Mathematical Sciences
Carnegie Mellon University
5000 Forbes Avenue
Pittsburgh, PA 15213

P: 412-268-4472

Email

Martin Larsson

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.