Rolf Poulsen

Rolf Poulsen

Professor


  1. Published

    Static Hedging

    Poulsen, Rolf, 2010, Encyclopedia of Quantitative Finance. Wiley, Vol. 4. p. 1690-1682 3 p.

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

  2. Published

    Static Hedging and Model Risk for Barrier Options

    Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Futures Markets. 26, 5, p. 449-463

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application

    Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Derivatives. 13, 4, p. 46-60

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Tales of the Expected

    Poulsen, Rolf, Jan 2021, In: Wilmott. 111, p. 38-40

    Research output: Contribution to journalComment/debateCommunication

  5. Published

    That is an Oddly Specific Number

    Poulsen, Rolf, 2021, In: Wilmott. November 2021, 116, p. 28-29

    Research output: Contribution to journalComment/debateCommunication

  6. Published

    That's an oddly specific number

    Poulsen, Rolf, 2021, In: Wilmott. 2021, 116, p. 28-29

    Research output: Contribution to journalComment/debateCommunication

  7. Published

    The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2 Jan 2019, In: Quantitative Finance. 19, 1, p. 1-11

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    The Fed Isn’t Federal – And Other Odd Things in Finance

    Poulsen, Rolf, 2017, In: Wilmott. 88, p. 34-45

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments

    Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    The Long and Short of Static Hedging with Frictions

    Poulsen, Rolf & Siven, J., 2008, In: Wilmott. 38, p. 62-67 6 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 5165