Professor of Mathematics
|Email:||kl756 (at) math.rutgers.edu|
|Web:||Kasper Larsen's Website|
Biography: Associate Professor of Mathematics with a background in Mathematical Economics from the University of Southern Denmark. Dr. Larsen's research interests are mainly how mathematical tools can be applied to solve problems from finance and economics. The main research focus is utility theory and various applications hereof such as model stability and equilibrium price formation. His work has been published in journals such as Mathematical Finance, Finance and Stochastics, Annals of Applied Probability, and Journal of Economic Theory.