Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2023
- In preparation
Testing Covariate Balance Based on Misclassification
Poulsen, Rolf, Liu, X. & Li, B., 2023, (In preparation) In: Journal of Applied Statistics.Research output: Contribution to journal › Journal article › peer-review
- In preparation
When Numbers Lie: Good Bad Examples
Ditlevsen, Susanne, Jessen, A. W. & Poulsen, Rolf, 2023, (In preparation) In: Socio-Economic Review.Research output: Contribution to journal › Journal article › peer-review
- 2022
- 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 › peer-review
- 2021
- Published
Things I Learned This Semester, Part Trois
Poulsen, Rolf, Sep 2021, In: Wilmott. 115Research output: Contribution to journal › Comment/debate
- Published
Tomas Björk in Memoriam
Poulsen, Rolf, Jul 2021, In: Wilmott. 114, p. 16-17Research output: Contribution to journal › Comment/debate
- Published
Non-numerical Recipes
Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17Research output: Contribution to journal › Comment/debate
- Published
Poly Parrot
Poulsen, Rolf, Mar 2021, In: Wilmott. 112, p. 16-18Research output: Contribution to journal › Comment/debate
- Published
Tales of the Expected
Poulsen, Rolf, Jan 2021, In: Wilmott. 111, p. 38-40Research output: Contribution to journal › Comment/debate
- Published
That's an oddly specific number
Poulsen, Rolf, 2021, In: Wilmott. 2021, 116, p. 28-29Research output: Contribution to journal › Comment/debate
- 2020
- Published
MagicaL
Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32Research output: Contribution to journal › Comment/debate
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