Items where Author is "Larsson, Martin"

Number of items: 12.
  • Testing exchangeability:fork-convexity, supermartingales and e-processes. (2022) Ramdas, Aaditya and Ruf, Johannes and Larsson, Martin and M. Koolen, Wouter picture_as_pdf
  • Convergence of local supermartingales. Larsson, Martin and Ruf, Johannes picture_as_pdf
  • Larsson, Ramdas, and Ruf’s contribution to the Discussion of Safe Testing by Grünwald, de Heide, and Koolen. Larsson, Martin and Ramdas, Aaditya and Ruf, Johannes picture_as_pdf
  • Martin Larsson and Johannes Ruf’s contribution to the Discussion of ‘Estimating means of bounded random variables by betting’ by Waudby-Smith and Ramdas. Larsson, Martin and Ruf, Johannes picture_as_pdf
  • Martin Larsson, Aaditya Ramdas, and Johannes Ruf's contribution to the Discussion of 'Safe testing' by Grünwald, de Heide, and Koolen. Larsson, Martin and Ramdas, Aaditya and Ruf, Johannes
  • Minimum curvature flow and martingale exit times. Larsson, Martin and Ruf, Johannes picture_as_pdf
  • Relative arbitrage:sharp time horizons and motion by curvature. Larsson, Martin and Ruf, Johannes picture_as_pdf
  • Semi-static completeness and robust pricing by informed investors. Acciaio, Beatrice and Larsson, Martin
  • Stochastic exponentials and logarithms on stochastic intervals: a survey. Larsson, Martin and Ruf, Johannes picture_as_pdf
  • A composite generalization of Ville’s martingale theorem using e-processes. Ruf, Johannes and Larsson, Martin and Koolen, Wouter m. and Ramdas, Aaditya picture_as_pdf
  • The numeraire e-variable and reverse information projection. Larsson, Martin and Ramdas, Aaditya and Ruf, Johannes picture_as_pdf
  • The space of outcomes of semi-static trading strategies need not be closed. Acciaio, Beatrice and Larsson, Martin and Schachermayer, Walter