Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2002
- Published
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
- Published
Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques
Jensen, B. & Poulsen, Rolf, 2002, In: Journal of Derivatives. 9, 4, p. 18-32Research output: Contribution to journal › Journal article › Research › peer-review
- 2001
- 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. 111-123Research output: Contribution to journal › Journal article › Research › peer-review
- 2000
- Published
A Simple Regime Switching Term Structure Model
Poulsen, Rolf & Hansen, A., 2000, In: Finance and Stochastics. 4, 4, p. 409-429Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 29-32Research output: Contribution to journal › Journal article › Research
- 1998
- Published
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
Most downloads
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466
downloads
Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
256
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
227
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published