Rolf Poulsen

Rolf Poulsen

Professor

ORCID: 0000-0001-8242-0954

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  1. Published

    Approximation Behooves Calibration

    da Silva Ribeiro, A. M. & Poulsen, Rolf, 2013, In: Quantitative Finance Letters. 1, 1, p. 36-40

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. Published

    Volatility is log-normal -- but not for the reason you think

    Tegnér, M. & Poulsen, Rolf, Jun 2018, In: Risks. 6, 2, 16 p., 46.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Risk-minimisation in electricity markets: Fixed price, unknown consumption

    Tegner, M., Ernstsen, R. R., Skajaa, A. & Poulsen, Rolf, Oct 2017, In: Energy Economics. 68, p. 423-439

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    How does the volatility of volatility depend on volatility?

    Rømer, Sigurd Emil & Poulsen, Rolf, 2020, In: Risks. 8, 2, p. 1-18 59.

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    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

  6. Published

    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

  7. Published

    Can Household Benefit from Stochastic Programming Models? An Empirical Study of Mortgage Refinancing in Demark

    Rasmussen, K. M., Madsen, C. A. & Poulsen, Rolf, 2014, In: Computational Management Science. 11, p. 5-23

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Published

    Risikospredning med tolagsbelåning

    Rasmussen, Kourosh Marjani, Poulsen, Rolf & Kyhl, S., 2012, In: Finans/Invest. 8, p. 15-17 3 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    A Simple Regime Switching Term Structure Model

    Poulsen, Rolf & Hansen, A., 2000, In: Finance and Stochastics. 4, 4, p. 409-429

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Basket Case

    Poulsen, Rolf, Jul 2020, In: Wilmott. 108, p. 22-25

    Research output: Contribution to journal › Comment/debate › Communication

  11. Published

    Elasticity of Variance of Variance

    Poulsen, Rolf, 2020, In: Wilmott. 105, p. 30-32

    Research output: Contribution to journal › Comment/debate › Communication

  12. Published

    Things I Learned This Semester

    Poulsen, Rolf, 2019, In: Wilmott. 103, p. 18-19

    Research output: Contribution to journal › Comment/debate › Communication

  13. Published

    Should He Stay or Should He Go? Estimating the Effect of Sacking the Manager in Soccer

    Poulsen, Rolf, 2000, In: Chance. 13, 2, p. 29-32

    Research output: Contribution to journal › Journal article › Research

  14. Published

    Things I Learned This Semester, Part Deux

    Poulsen, Rolf, Sep 2020, In: Wilmott. 109, p. 38-41

    Research output: Contribution to journal › Comment/debate › Communication

  15. Published

    Poly Parrot

    Poulsen, Rolf, Mar 2021, In: Wilmott. 112, p. 16-18

    Research output: Contribution to journal › Comment/debate › Communication

  16. Published

    That's an oddly specific number

    Poulsen, Rolf, 2021, In: Wilmott. 2021, 116, p. 28-29

    Research output: Contribution to journal › Comment/debate › Communication

  17. Published

    MagicaL

    Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32

    Research output: Contribution to journal › Comment/debate › Communication

  18. Published

    Things I Learned This Semester Five: Four

    Poulsen, Rolf, 2023, In: Wilmott. 127, p. 8-10

    Research output: Contribution to journal › Comment/debate › Communication

  19. Published

    Binary Backwards

    Poulsen, Rolf, 2018, In: Wilmott. 94, p. 20-21

    Research output: Contribution to journal › Comment/debate › Communication

  20. Published

    IV Leaks

    Poulsen, Rolf, 2018, In: Wilmott. 96, p. 42-45

    Research output: Contribution to journal › Comment/debate › Communication

  21. Published

    Static Hedging

    Poulsen, Rolf, 2010, Encyclopedia of Quantitative Finance. Wiley, Vol. 4. p. 1690-1682 3 p.

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  22. Published

    Tales of the Expected

    Poulsen, Rolf, Jan 2021, In: Wilmott. 111, p. 38-40

    Research output: Contribution to journal › Comment/debate › Communication

  23. Published

    Tomas Björk in Memoriam

    Poulsen, Rolf, Jul 2021, In: Wilmott. 114, p. 16-17

    Research output: Contribution to journal › Comment/debate › Communication

  24. Published

    American π: Piece of Cake?

    Poulsen, Rolf, 2017, In: Wilmott. 91, p. 12-13

    Research output: Contribution to journal › Comment/debate › Communication

  25. Published

    Non-normality restored

    Poulsen, Rolf, 2019, In: Wilmott. 101, p. 16-17 2 p.

    Research output: Contribution to journal › Comment/debate › Communication

  26. Published

    The Margrabe Formula

    Poulsen, Rolf, 2010, Encyclopedia of Quantitative Finance. Wiley, Vol. 3. p. 1118-1120 3 p.

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  27. Published

    Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance

    Poulsen, Rolf, Schenk-Hoppe, K. R. & Ewald, C., 2009, In: Quantitative Finance. 9, 6, p. 693-704

    Research output: Contribution to journal › Journal article › Research › peer-review

  28. Published

    There is No I in Black- Scholes but There is Me in Merton

    Poulsen, Rolf, 2023, In: Wilmott. 126, p. 103-105

    Research output: Contribution to journal › Comment/debate › Communication

  29. Published

    Amerikanske optioner og finansielle beregninger

    Poulsen, Rolf, 2011, In: FAMØS. 21, 2, p. 34-54 21 p.

    Research output: Contribution to journal › Journal article › Communication

  30. Published

    Four Things You Might not Know About the Black-Scholes Formula

    Poulsen, Rolf, 2007, In: Journal of Derivatives. 15, 2, p. 77-82

    Research output: Contribution to journal › Journal article › Research › peer-review

  31. Published

    Non-numerical Recipes

    Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17

    Research output: Contribution to journal › Comment/debate › Communication

  32. Published

    All Quiet on the Quant Front?

    Poulsen, Rolf, 2020, In: Wilmott. 106, p. 8-9

    Research output: Contribution to journal › Comment/debate › Communication

  33. Published

    A Tragedy of Errors: Tales of Innumeracy

    Poulsen, Rolf, May 2020, In: Wilmott. 107, p. 9-11

    Research output: Contribution to journal › Comment/debate › Communication

  34. Published

    Collected Brexit Anecdotes

    Poulsen, Rolf, 2019, In: Wilmott. 102, p. 8-9 2 p.

    Research output: Contribution to journal › Comment/debate › Communication

  35. Published

    The Long and Short of Static Hedging with Frictions

    Poulsen, Rolf & Siven, J., 2008, In: Wilmott. 38, p. 62-67 6 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  36. Published

    Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion

    Poulsen, Rolf & Christensen, B. J., 2001, In: Monte Carlo Methods and Applications. 7, 1-2, p. 111-123

    Research output: Contribution to journal › Journal article › Research › peer-review

  37. Published

    Special FX

    Poulsen, Rolf, 2018, In: Wilmott. 95, p. 40-41

    Research output: Contribution to journal › Journal article › Communication

  38. Published

    Basket Case

    Poulsen, Rolf, 2020, In: Wilmott. 108, p. 22 25 p.

    Research output: Contribution to journal › Comment/debate › Communication

  39. Published

    Things I Learned This Semester, Part Trois

    Poulsen, Rolf, Sep 2021, In: Wilmott. 115

    Research output: Contribution to journal › Comment/debate › Communication

  40. Published

    Things I Learned This Semester The Fourth

    Poulsen, Rolf, 2022, In: Wilmott. 121, p. 8-10

    Research output: Contribution to journal › Comment/debate › Communication

  41. Published

    We Hold These Truths not to be Self-evident, Part 2: Strong and simple

    Poulsen, Rolf, 2023, In: Wilmott. 124, p. 14-15

    Research output: Contribution to journal › Comment/debate › Communication

  42. Published

    The Fed Isn’t Federal – And Other Odd Things in Finance

    Poulsen, Rolf, 2017, In: Wilmott. 88, p. 34-45

    Research output: Contribution to journal › Journal article › Research › peer-review

  43. Published

    Planning Your Own Debt

    Poulsen, Rolf & Nielsen, S., 2002, In: European Financial Management. 8, 2, p. 193-210

    Research output: Contribution to journal › Journal article › Research › peer-review

  44. Published

    Barrier Options and Their Static hedges: Simple Derivations and Extensions

    Poulsen, Rolf, 2006, In: Quantitative Finance. 6(4), p. 327-335

    Research output: Contribution to journal › Journal article › Research › peer-review

  45. Published

    We Hold These Truths not to be Self-evident, Part 3: Mission Impossible

    Poulsen, Rolf, 2023, In: Wilmott. 125, p. 10-11

    Research output: Contribution to journal › Comment/debate › Communication

  46. Published

    Rank Competence

    Poulsen, Rolf, 2022, In: Wilmott. 118, p. 22.23

    Research output: Contribution to journal › Comment/debate › Communication

  47. Published

    This Is Not Sparta: A Joint Effort

    Poulsen, Rolf, 2018, In: Wilmott. 98, p. 36-37

    Research output: Contribution to journal › Comment/debate › Communication

  48. Published

    Fundamental Views

    Poulsen, Rolf, 2018, In: Wilmott. 97, p. 44-45

    Research output: Contribution to journal › Comment/debate › Communication

  49. Published

    Barrier Options and Lumpy Dividends

    Poulsen, Rolf, Siven, J. & Suchanecki, M., 2009, In: Wilmott Journal. 1, 3, p. 167-171

    Research output: Contribution to journal › Journal article › Research › peer-review

  50. Published

    Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options

    Poulsen, Rolf & Siven, J., 2009, In: Review of Derivatives Research. 12, 3, p. 193-211

    Research output: Contribution to journal › Journal article › Research › peer-review

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