Projects per year
Fingerprint
Dive into the research topics where Kasper Larsen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 4 Finished
-
Optimal Order Execution Using Equilibrium Theory and Big Data
Larsen, K. (PI)
8/1/18 → 7/31/22
Project: Research project
-
Mathematical Finance, Probability, and Partial Differential Equations Conference
Feehan, P. (PI), Shkolnikov, M. (CoPI), Larsen, K. (CoPI) & Weston, K. (CoPI)
5/1/17 → 4/30/18
Project: Research project
-
Methods of Mathematical Finance
Larsen, K. (PI), Robertson, S. S. (CoPI) & Kramkov, D. (CoPI)
5/1/15 → 4/30/16
Project: Research project
-
Research output
- 23 Article
-
Is Kyle’s equilibrium model stable?
Çetin, U. & Larsen, K., Dec 2024, In: Mathematics and Financial Economics. 18, 4, p. 623-639 17 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Price impact in Nash equilibria
Chen, X., Choi, J. H., Larsen, K. & Seppi, D. J., Apr 2023, In: Finance and Stochastics. 27, 2, p. 305-340 36 p.Research output: Contribution to journal › Article › peer-review
-
TRADING CONSTRAINTS IN CONTINUOUS-TIME KYLE MODELS
Choi, J. H., Kwon, H. & Larsen, K., 2023, In: SIAM Journal on Control and Optimization. 61, 3, p. 1494-1512 19 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Uniqueness in cauchy problems for diffusive real-valued strict local martingales
Çetin, U. & Larsen, K., 2023, In: Transactions of the American Mathematical Society Series B. 10, p. 381-406 26 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Learning about latent dynamic trading demand ∗
Chen, X., Choi, J. H., Larsen, K. & Seppi, D. J., Oct 2022, In: Mathematics and Financial Economics. 16, 4, p. 615-658 44 p.Research output: Contribution to journal › Article › peer-review
Open Access