Rolf Poulsen

Rolf Poulsen

Professor


  1. Published

    How to Miss a Free Lunch

    Poulsen, Rolf, 2022, In: Wilmott. 119, p. 16-18

    Research output: Contribution to journalComment/debateCommunication

  2. Published

    IV Leaks

    Poulsen, Rolf, 2018, In: Wilmott. 96, p. 42-45

    Research output: Contribution to journalComment/debateCommunication

  3. Published

    Kelly Gone Bad

    Poulsen, Rolf, 2019, In: Wilmott. 99, p. 14-15

    Research output: Contribution to journalComment/debateCommunication

  4. Published

    Lecture Notes for Finance 1 (and More).

    Lando, D., Nielsen, S. E. & Poulsen, Rolf, 2015, University of Copenhagen. 176 p.

    Research output: Book/ReportCompendium/lecture notesEducation

  5. Published

    MagicaL

    Poulsen, Rolf, Nov 2020, In: Wilmott. 110, p. 30-32

    Research output: Contribution to journalComment/debateCommunication

  6. Published

    Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion

    Poulsen, Rolf & Christensen, B. J., 2001, In: Monte Carlo Methods and Applications. 7, 1-2, p. 111-123

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Non-normality restored

    Poulsen, Rolf, 2019, In: Wilmott. 101, p. 16-17 2 p.

    Research output: Contribution to journalComment/debateCommunication

  8. Published

    Non-numerical Recipes

    Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17

    Research output: Contribution to journalComment/debateCommunication

  9. Published

    Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2019, In: Journal of Derivatives. 26, 4, p. 128-143

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Option Pricing With Excel

    Honore, P. & Poulsen, Rolf, 2002, Programming languages and systems in computational economics and Finance. Boston: Kluwer Law International, Vol. 18. p. 369-402

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

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