Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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Basket Case
Poulsen, Rolf, 2020, In: Wilmott. 108, p. 22 25 p.Research output: Contribution to journal › Comment/debate › Communication
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Elasticity of Variance of Variance
Poulsen, Rolf, 2020, In: Wilmott. 105, p. 30-32Research output: Contribution to journal › Comment/debate › Communication
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Basket Case
Poulsen, Rolf, Jul 2020, In: Wilmott. 108, p. 22-25Research output: Contribution to journal › Comment/debate › Communication
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Things I Learned This Semester, Part Deux
Poulsen, Rolf, Sep 2020, In: Wilmott. 109, p. 38-41Research output: Contribution to journal › Comment/debate › Communication
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MagicaL
Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32Research output: Contribution to journal › Comment/debate › Communication
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A Tragedy of Errors: Tales of Innumeracy
Poulsen, Rolf, May 2020, In: Wilmott. 107, p. 9-11Research output: Contribution to journal › Comment/debate › Communication
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All Quiet on the Quant Front?
Poulsen, Rolf, 2020, In: Wilmott. 106, p. 8-9Research output: Contribution to journal › Comment/debate › Communication
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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
ID: 5165
Most downloads
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474
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 -
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