Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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Collected Brexit Anecdotes
Poulsen, Rolf, 2019, In: Wilmott. 102, p. 8-9 2 p.Research output: Contribution to journal › Comment/debate › Communication
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Cross-currency Betting Arbitrage
Poulsen, Rolf, 2019, In: Wilmott. 100, p. 30-31Research output: Contribution to journal › Comment/debate › Communication
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Kelly Gone Bad
Poulsen, Rolf, 2019, In: Wilmott. 99, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
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Things I Learned This Semester
Poulsen, Rolf, 2019, In: Wilmott. 103, p. 18-19Research output: Contribution to journal › Comment/debate › Communication
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Non-normality restored
Poulsen, Rolf, 2019, In: Wilmott. 101, p. 16-17 2 p.Research output: Contribution to journal › Comment/debate › Communication
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The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach
Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2 Jan 2019, In: Quantitative Finance. 19, 1, p. 1-11Research output: Contribution to journal › Journal article › Research › peer-review
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Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes
Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2019, In: Journal of Derivatives. 26, 4, p. 128-143Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
Most downloads
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469
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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
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262
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
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228
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published