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About
Regular biography
Martin Larsson is a Professor in the Department of Mathematical Sciences at Carnegie Mellon University. His research focuses on Mathematical Finance and related areas in stochastic analysis and probability. His work includes the study of finite- and infinite-dimensional affine and polynomial processes, stochastic convolution equations, and stochastic portfolio theory. He holds a Ph.D. from Cornell University and has held a postdoctoral appointment at The Swiss Finance Institute at EPFL, Lausanne, Switzerland. He is affiliated with the Mellon College of Science and can be contacted via email at martinl@andrew.cmu.edu or through his website at https://www.cmu.edu/math/people/faculty/larsson.html.