Department of Mathematical Sciences

 

 
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  1. Published

    Tales of the Expected

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

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

  2. Published

    Tomas Björk in Memoriam

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

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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. Published

    All Quiet on the Quant Front?

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

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

  10. 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

  11. Published

    Special FX

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

    Research output: Contribution to journal › Journal article › Communication

  12. Published

    Non-numerical Recipes

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

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

  13. 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

  14. Published

    Collected Brexit Anecdotes

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

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

  15. 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

  16. 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

  17. 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

  18. Published

    Basket Case

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

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

  19. Published

    Things I Learned This Semester, Part Trois

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

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

  20. 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

  21. 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

  22. 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

  23. Published

    Rank Competence

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

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

  24. 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

  25. 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

  26. Published

    Fundamental Views

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

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

  27. 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

  28. Published

    Distributionally Robust Generation Expansion Planning with Unimodality and Risk Constraints

    Pourahmadi, F. & Kazempour, J., 2021, In: IEEE Transactions on Power Systems. 36, 5, p. 4281-4295

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

  29. Published

    Quantum mechanical flux band dynamics of a superconducting weak link constriction ring

    Prance, H., Spiller, T. P., Mutton, J. E., Prance, R. J., Clark, T. D. & Nest, Ryszard, 31 Mar 1986, In: Physics Letters A. 115, 3, p. 125-131 7 p.

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

  30. Published

    Charge band behaviour in a superconducting weak link driven by a normal Faraday law voltage source

    Prance, H., Prance, R. J., Spiller, T. P., Mutton, J. E., Clark, T. C. & Nest, Ryszard, 9 Sep 1985, In: Physics Letters A. 111, 4, p. 199-204 6 p.

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

  31. Published

    Localisation of pair charge states in a superconducting weak link constriction ring

    Prance, R. J., Clark, T. D., Mutton, J. E., Prance, H., Spiller, T. P. & Nest, Ryszard, 21 Jan 1985, In: Physics Letters A. 107, 3, p. 133-138 6 p.

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

  32. Published

    High spatial and fast changes of iron redox state and phosphorus solubility in a seasonally flooded temperate wetland soil

    Prem, M., Hansen, Hans Chr. Bruun, Wenzel, W., Heiberg, L., Sørensen, Helle & Borggaard, Ole K., 2015, In: Wetlands. 35, 2, p. 237-246 10 p.

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

  33. Published

    A note on homology for Smale spaces

    Proietti, V., 2020, In: Groups, Geometry, and Dynamics. 14, 3, p. 813-836

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

  34. Published

    On K-theory, Groups, and Topological Dynamics

    Proietti, V., 2018, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/Report › Ph.D. thesis › Research

  35. Published

    Hyperbolic isometries of systolic complexes

    Prytula, T. P., 2017, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/Report › Ph.D. thesis › Research

  36. Published

    Complete Monotonicity of a Difference Between the Exponential and Trigamma Functions and Properties Related to a Modified Bessel Function

    Qi, F. & Berg, Christian, 2013, In: Mediterranean Journal of Mathematics. 10, 4, p. 1685–1696

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

  37. Published

    Presentation ranks on Polish spaces

    Quorning, V., 2022, In: Fundamenta Mathematicae. 257, 2, p. 115-140

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

  38. Published

    Cantor-Bendixson type ranks & Co-induction of invariant random subgroups

    Quorning, V., 2018, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/Report › Ph.D. thesis › Research

  39. Published

    Stability for Hawkes processes with inhibition

    Raad, M. B. & Locherbach, E., 2020, In: Electronic Communications in Probability. 25, p. 1-9 33.

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

  40. Published

    Stability and mean-field limits of age dependent Hawkes processes

    Raad, M. B., Ditlevsen, Susanne & Löcherbach, E., 2020, In: Annales de l'institut Henri Poincare (B) Probability and Statistics. 56, 3, p. 1958-1990 33 p.

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

  41. Published

    Value of gym-based group exercise versus usual care for young adults receiving antipsychotic medication: study protocol for the multicenter randomized controlled Vega trial

    Rafn, B. S., Andersen, M. F., Sørensen, V., Bjerre, E. D., Baandrup, Lone, Vernal, D. L., Mors, O., Knop, Filip Krag, Wolf, R. T., Tolver, Anders, Firth, J., Nøhr, N., Skou, S. T., Ebdrup, Bjørn & Midtgaard, Julie, 2023, In: BMC Psychiatry. 23, 1, 13 p., 634.

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

  42. Published

    Weak exogeneity in I(2)VAR systems

    Rahbek, Anders & Paruolo, P., 1999, In: Journal of Econometrics. 93, p. 281-308

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

  43. Published

    Similarity Issues in Cointegration Analysis

    Rahbek, Anders & Nielsen, B., 2000, In: Oxford Bulletin of Economics and Statistics. 62, p. 5-22

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

  44. Published

    Asymptotic Inference on Cointegration Rank in Partial Systems

    Rahbek, Anders, Harbo, I., Johansen, S. & Nielsen, B., 1998, In: Journal of Business and Economic Statistics. 16, p. 388-399

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

  45. Published

    Inference and Ergodicity in the Autoregressive Conditional Root Model

    Rahbek, Anders & Shephard, N., 2003, Københavns Universitet, p. 1-30.

    Research output: Working paper › Research

  46. Published

    The Power of Some Multivariate Cointegrations Tests

    Rahbek, Anders, 1994, H.C.Ø.-Tryk, p. 37.

    Research output: Working paper › Research

  47. Published

    Cointegration Rank Inference with Stationary Regressors in VAR Models

    Rahbek, Anders & Mosconi, R., 1999, In: Econometrics Journal. 2, p. 82-97

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

  48. Published

    The Limit distribution of Cointegration Rank Tests of "Wald Type"

    Rahbek, Anders, 2002, In: Econometric Theory. 18, p. 1016-1017

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

  49. Published

    Trend-Stationarity in the I(2) Cointegration Model

    Rahbek, Anders, Kongsted, H. C. & Jørgensen, H. C., 1999, In: Journal of Econometrics. 90, p. 265-289

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

  50. Published

    Approximate inference for spatial functional data on massively parallel processors

    Raket, L. L. & Markussen, Bo, 2014, In: Computational Statistics & Data Analysis. 72, p. 227-240 14 p.

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

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