Rolf Poulsen

Rolf Poulsen

Professor


  1. Published

    A Simple Regime Switching Term Structure Model

    Poulsen, Rolf & Hansen, A., 2000, In: Finance and Stochastics. 4, 4, p. 409-429

    Research output: Contribution to journalJournal articlepeer-review

  2. Published

    A Tragedy of Errors: Tales of Innumeracy

    Poulsen, Rolf, May 2020, In: Wilmott. 107, p. 9-11

    Research output: Contribution to journalComment/debate

  3. Published

    A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities

    Nielsen, S. & Poulsen, Rolf, 2004, In: Journal of Economic Dynamics and Control. 28, 7, p. 1267-1289

    Research output: Contribution to journalJournal articlepeer-review

  4. Published

    All Quiet on the Quant Front?

    Poulsen, Rolf, 2020, In: Wilmott. 106, p. 8-9

    Research output: Contribution to journalComment/debate

  5. Published

    American π: Piece of Cake?

    Poulsen, Rolf, 2017, In: Wilmott. 91, p. 12-13

    Research output: Contribution to journalComment/debate

  6. Published

    Amerikanske optioner og finansielle beregninger

    Poulsen, Rolf, 2011, In: FAMØS. 21, 2, p. 34-54 21 p.

    Research output: Contribution to journalJournal article

  7. Published

    Approximation Behooves Calibration

    da Silva Ribeiro, A. M. & Poulsen, Rolf, 2013, In: Quantitative Finance Letters. 1, 1, p. 36-40

    Research output: Contribution to journalJournal articlepeer-review

  8. Published

    Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options

    Poulsen, Rolf & Siven, J., 2009, In: Review of Derivatives Research. 12, 3, p. 193-211

    Research output: Contribution to journalJournal articlepeer-review

  9. Published

    Barrier Options and Lumpy Dividends

    Poulsen, Rolf, Siven, J. & Suchanecki, M., 2009, In: Wilmott Journal. 1, 3, p. 167-171

    Research output: Contribution to journalJournal articlepeer-review

  10. Published

    Barrier Options and Their Static hedges: Simple Derivations and Extensions

    Poulsen, Rolf, 2006, In: Quantitative Finance. 6(4), p. 327-335

    Research output: Contribution to journalJournal articlepeer-review

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