Karl Larsson
Karl Larsson Befattning: Universitetslektor Organisation: Handelshögskolan vid Örebro universitetE-post: a2FybC5sYXJzc29uO29ydS5zZQ==
Telefon: 019 302463
Rum: N4012
Om Karl Larsson
Karl Larsson is an Associate Professor (Docent) in Statistics. He holds a Ph.D. in Economics and a M.Sc. in Mathematics from Lund university.
Recent publications
Larsson, K. (2026). A General Class of Bounded Diffusion Processes with Applications in the Biosciences, Mathematical Biosciences, Vol. 398, 109727.
Larsson, K. (2026). Kumaraswamy Diffusion Processes, Stochastic Environmental Research and Risk Assessment, Vol. 40, 245.
Research
Larssons research is directed towards stochastic modeling in continuous time with applications in energy, environmental science, bioscience, and finance. He has been the principal investigator and sole applicant for research projects funded by Riksbankens Jubileumsfond, the Crafoord Foundation and Bankforskningsinstitutet. Together with colleagues he has also received funding from the Marianne and Marcus Wallenberg foundation and the Jan Wallander and Tom Hedelius foundation. Larsson has served as Editor-in-Chief for the Journal of Official Statistics.
Teaching
Larsson currently teaches courses in computational statistics, basic statistics and mathematics, and serves as program coordinator for the Bachelor program in Statistics.
Forskargrupper
Publikationer
Artiklar i tidskrifter
- Larsson, K. (2026). A General Class of Bounded Diffusion Processes with Applications in the Biosciences. Mathematical Biosciences, 398. [BibTeX]
- Larsson, K. (2026). Kumaraswamy diffusion processes. Stochastic Environmental Research and Risk Assessment, 40 (10). [BibTeX]
- Larsson, K. (2025). Stochastic modeling with time-inhomogeneous Jacobi diffusions: applications to bounded and seasonal environmental processes. Stochastic environmental research and risk assessment (Print), 39 (1), 41-54. [BibTeX]
- Larsson, K. , Green, R. & Benth, F. E. (2023). A stochastic time-series model for solar irradiation. Energy Economics, 117. [BibTeX]
- Larsson, K. (2023). Parametric heat wave insurance. Journal of Commodity Markets, 31. [BibTeX]
- Green, R. , Larsson, K. , Lunina, V. & Nilsson, B. (2018). Cross-commodity news transmission and volatility spillovers in the German energy markets. Journal of Banking & Finance, 95, 231-243. [BibTeX]
- Huskaj, B. & Larsson, K. (2016). An empirical study of the dynamics of implied volatility indices: international evidence. Quantitative Finance Letters, 4 (1), 77-85. [BibTeX]
- Green, R. , Larsson, K. & Nossman, M. (2013). Pricing electricity swaptions under a stochastic volatility term structure model. Journal of Energy Markets, 6 (4), 43-67. [BibTeX]
- Larsson, K. (2012). General approximation schemes for option prices in stochastic volatility models. Quantitative finance (Print), 12 (6), 873-891. [BibTeX]
- Larsson, K. & Nossman, M. (2011). Jumps and stochastic volatility in oil prices: Time series evidence. Energy Economics, 33 (3), 504-514. [BibTeX]
- Larsson, K. (2011). Pricing Commodity Swaptions in Multifactor Models. Journal of Derivatives, 19 (2), 32-44. [BibTeX]
Doktorsavhandlingar, sammanläggningar
- Larsson, K. (2009). Analytical Approximation of Contingent Claims. (Doctoral dissertation). (Sammanläggning) Lund: Department of Economics, Lund Universtiy. [BibTeX]
Rapporter
- Larsson, K. (2010). Dynamic extensions and probabilistic expansions of the SABR model.. SSRN (SSRN Working Papers ). [BibTeX]