Karl Larsson (Former)

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2018
Mark Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
Green, Rikard ^LU ; Larsson, Karl ^LU ; Lunina, Veronika ^LU and Nilsson, Birger ^LU (2018) In Journal of Banking and Finance 95. p.231-243
- Contribution to journal › Article
2016
Mark Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
Green, Rikard ^LU ; Larsson, Karl ^LU ; Lunina, Veronika ^LU and Nilsson, Birger ^LU (2016) In Working Paper
- Working paper/Preprint › Working paper
2015
Mark An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence
Huskaj, Bujar ^LU and Larsson, Karl ^LU (2015)
- Working paper/Preprint › Working paper
2013
Mark Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model
Green, Rikard ^LU ; Larsson, Karl ^LU and Nossman, Marcus ^LU (2013) In Journal of Energy Markets 6(4). p.43-67
- Contribution to journal › Article
2012
Mark Pricing Electricity Swaptions under a Stochastic Volatility Term-Structure Model
Green, Rikard ^LU ; Larsson, Karl ^LU and Nossman, Marcus ^LU (2012) In Journal of Energy Markets Forthcoming.
- Working paper/Preprint › Working paper
Mark General approximation schemes for option prices in stochastic volatility models
Larsson, Karl ^LU (2012) In Quantitative Finance 12(6). p.873-891
- Contribution to journal › Article
2011
Mark Pricing commodity swaptions in multifactor models
Larsson, Karl ^LU (2011) In Journal of Derivatives 19(2). p.32-44
- Contribution to journal › Article
Mark Jumps and stochastic volatility in oil prices: time series evidence
Larsson, Karl ^LU and Nossman, Marcus ^LU (2011) In Energy Economics 33(3). p.504-514
- Contribution to journal › Article
2009
Mark Analytical Approximation of Contingent Claims
Larsson, Karl ^LU (2009) In Lund Economic Studies 156.
- Thesis › Doctoral thesis (compilation)
2007
Mark Analytical Approximations of Option Prices In Stochastic Volatility Models
Larsson, Karl ^LU (2007)
- Thesis › Licentiate thesis