Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8242-0954
1 - 1 out of 1Page size: 500
- 2007
- Published
Four Things You Might not Know About the Black-Scholes Formula
Poulsen, Rolf, 2007, In: Journal of Derivatives. 15, 2, p. 77-82Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
Most downloads
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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
Published -
263
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
230
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published