Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8242-0954
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Eight Valuation Methods in Financial Mathematics: The Black-Scholes Formula as an Example
Andreasen, J., Jensen, B. & Poulsen, Rolf, 1998, In: Mathematical Scientist. 23, 1, p. 18-40Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
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Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
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263
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Volatility is log-normal -- but not for the reason you think
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231
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How does the volatility of volatility depend on volatility?
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