Rolf Poulsen

Professor

ORCID: 0000-0001-8242-0954

Faculty of Science - finance, derivatives, options, mortgage markets, volatility, investments, portfolio choice, betting markets, exchange rates

ID: 5165

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

Department of Mathematical Sciences