← All authors Martin Tegnér Department of Mathematical Sciences (from arXiv:2112.03718, 2021) · ORCID · OpenAlex
9 papers in scope · 8 published · 1 on the econ.EM arXiv · 49 citations · h-index 4 (over the papers listed here)
Papers (1 of 9)
Item Cold Start in E-Commerce Recommender Systems: A Survey
published 2025 · IEEE Access · 4 citations
with Natalija Glisovic, Danica Kragić
working paper 2021 · arXiv
Probabilistic machine learning for local volatility
published 2021 · The Journal of Computational Finance · 2 citations
European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
published 2019 · Springer proceedings in mathematics & statistics · 5 citations · first circulated 2018
Volatility Is Log-Normal—But Not for the Reason You Think
published 2018 · Risks · 11 citations
with Rolf Poulsen
Stochastic volatility for utility maximizers — A martingale approach
published 2018 · International Journal of Financial Engineering · 2 citations
with Simon Ellersgaard
Risk-minimisation in electricity markets: Fixed price, unknown consumption
published 2017 · Energy Economics · 16 citations
with Rune Ramsdal Ernstsen, Anders Skajaa, Rolf Poulsen
Hedging local volume risk using forward markets: Nordic case
published 2017 · Energy Economics · 5 citations
with Rune Ramsdal Ernstsen, Trine Krogh Boomsma, Anders Skajaa
Optimal Hedge Tracking Portfolios in a Limit Order Book
published 2017 · Market Microstructure and Liquidity · 4 citations
with Simon Ellersgaard
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