Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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Planning Your Own Debt
Poulsen, Rolf & Nielsen, S., 2002, In: European Financial Management. 8, 2, p. 193-210Research output: Contribution to journal › Journal article › Research › peer-review
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Barrier Options and Their Static hedges: Simple Derivations and Extensions
Poulsen, Rolf, 2006, In: Quantitative Finance. 6(4), p. 327-335Research output: Contribution to journal › Journal article › Research › peer-review
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We Hold These Truths not to be Self-evident, Part 3: Mission Impossible
Poulsen, Rolf, 2023, In: Wilmott. 125, p. 10-11Research output: Contribution to journal › Comment/debate › Communication
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Rank Competence
Poulsen, Rolf, 2022, In: Wilmott. 118, p. 22.23Research output: Contribution to journal › Comment/debate › Communication
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This Is Not Sparta: A Joint Effort
Poulsen, Rolf, 2018, In: Wilmott. 98, p. 36-37Research output: Contribution to journal › Comment/debate › Communication
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Fundamental Views
Poulsen, Rolf, 2018, In: Wilmott. 97, p. 44-45Research output: Contribution to journal › Comment/debate › Communication
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Barrier Options and Lumpy Dividends
Poulsen, Rolf, Siven, J. & Suchanecki, M., 2009, In: Wilmott Journal. 1, 3, p. 167-171Research output: Contribution to journal › Journal article › Research › peer-review
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Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options
Poulsen, Rolf & Siven, J., 2009, In: Review of Derivatives Research. 12, 3, p. 193-211Research output: Contribution to journal › Journal article › Research › peer-review
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Financial Giffen Goods: Examples and Counterexamples
Rasmussen, K. M. & Poulsen, Rolf, 2008, In: European Journal of Operational Research. 191, 2, p. 571-575 5 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Realkreditrådgivning: et studie af danskernes valg af realkreditlån og konverteringspraksis
Rasmussen, K. M., Madsen, C. & Poulsen, Rolf, 2011, København: Boligøkonomisk Videncenter. 228 p.Research output: Book/Report › Report › Research
ID: 5165
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474
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Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article › Research › peer-review
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263
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Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
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230
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How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published