Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2023
- Published
When Numbers Lie: a Good Bad Example
Ditlevsen, Susanne & Poulsen, Rolf, Jun 2023, In: Significance. 20, 3, p. 26-29Research output: Contribution to journal › Journal article › Communication
- Published
There is No I in Black- Scholes but There is Me in Merton
Poulsen, Rolf, 2023, In: Wilmott. 126, p. 103-105Research output: Contribution to journal › Comment/debate › Communication
- Published
Things I Learned This Semester Five: Four
Poulsen, Rolf, 2023, In: Wilmott. 127, p. 8-10Research output: Contribution to journal › Comment/debate › Communication
- Published
We Hold These Truths not to be Self-evident, Part 2: Strong and simple
Poulsen, Rolf, 2023, In: Wilmott. 124, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
- Published
We Hold These Truths not to be Self-evident, Part 3: Mission Impossible
Poulsen, Rolf, 2023, In: Wilmott. 125, p. 10-11Research output: Contribution to journal › Comment/debate › Communication
- Published
We Hold These Truths not to be Self-evident. Part 1: Two Wrongs Making a Right
Poulsen, Rolf, 2023, In: Wilmott. 123, p. 10-11Research output: Contribution to journal › Comment/debate › Communication
- 2022
- Published
Decisions, Decisions, Decisions
Poulsen, Rolf, 2022, In: Wilmott. 117, p. 9-10Research output: Contribution to journal › Comment/debate › Communication
- Published
Delta Force: Option Pricing with Differential Machine Learning
Frandsen, M. G., Pedersen, T. C. & Poulsen, Rolf, 2022, In: Digital Finance. 4, p. 1-15Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Descending from the Ivory Tower: My Adventures in Fintech
Poulsen, Rolf, 2022, In: Wilmott. 122, p. 12-14Research output: Contribution to journal › Comment/debate › Communication
- Published
How to Miss a Free Lunch
Poulsen, Rolf, 2022, In: Wilmott. 119, p. 16-18Research output: Contribution to journal › Comment/debate › Communication
- Published
Peter Carr in Memoriam
Poulsen, Rolf, 2022, In: Wilmott. 120, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
- Published
Rank Competence
Poulsen, Rolf, 2022, In: Wilmott. 118, p. 22.23Research output: Contribution to journal › Comment/debate › Communication
- Published
Things I Learned This Semester The Fourth
Poulsen, Rolf, 2022, In: Wilmott. 121, p. 8-10Research output: Contribution to journal › Comment/debate › Communication
- 2021
- Published
Things I Learned This Semester, Part Trois
Poulsen, Rolf, Sep 2021, In: Wilmott. 115Research output: Contribution to journal › Comment/debate › Communication
- Published
Tomas Björk in Memoriam
Poulsen, Rolf, Jul 2021, In: Wilmott. 114, p. 16-17Research output: Contribution to journal › Comment/debate › Communication
- Published
Non-numerical Recipes
Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17Research output: Contribution to journal › Comment/debate › Communication
- Published
Poly Parrot
Poulsen, Rolf, Mar 2021, In: Wilmott. 112, p. 16-18Research output: Contribution to journal › Comment/debate › Communication
- Published
Tales of the Expected
Poulsen, Rolf, Jan 2021, In: Wilmott. 111, p. 38-40Research output: Contribution to journal › Comment/debate › Communication
- Published
That is an Oddly Specific Number
Poulsen, Rolf, 2021, In: Wilmott. November 2021, 116, p. 28-29Research output: Contribution to journal › Comment/debate › Communication
- Published
That's an oddly specific number
Poulsen, Rolf, 2021, In: Wilmott. 2021, 116, p. 28-29Research output: Contribution to journal › Comment/debate › Communication
- 2020
- Published
MagicaL
Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32Research output: Contribution to journal › Comment/debate › Communication
- Published
Things I Learned This Semester, Part Deux
Poulsen, Rolf, Sep 2020, In: Wilmott. 109, p. 38-41Research output: Contribution to journal › Comment/debate › Communication
- Published
Basket Case
Poulsen, Rolf, Jul 2020, In: Wilmott. 108, p. 22-25Research output: Contribution to journal › Comment/debate › Communication
- Published
A Tragedy of Errors: Tales of Innumeracy
Poulsen, Rolf, May 2020, In: Wilmott. 107, p. 9-11Research output: Contribution to journal › Comment/debate › Communication
- Published
All Quiet on the Quant Front?
Poulsen, Rolf, 2020, In: Wilmott. 106, p. 8-9Research output: Contribution to journal › Comment/debate › Communication
ID: 5165
Most downloads
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469
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 -
262
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
228
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published