Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8242-0954
Most downloads
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397 downloadsPublished
Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article › peer-review
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202 downloadsPublished
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › peer-review
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183 downloadsPublished
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › peer-review
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141 downloadsPublished
Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes
Research output: Contribution to journal › Journal article › peer-review
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129 downloadsPublished
The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach
Research output: Contribution to journal › Journal article › peer-review
ID: 5165
Most downloads
-
397
downloads
Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article › peer-review
Published -
202
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › peer-review
Published -
183
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › peer-review
Published