Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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Static Hedging
Poulsen, Rolf, 2010, Encyclopedia of Quantitative Finance. Wiley, Vol. 4. p. 1690-1682 3 p.Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
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Static Hedging and Model Risk for Barrier Options
Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Futures Markets. 26, 5, p. 449-463Research output: Contribution to journal › Journal article › Research › peer-review
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Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Derivatives. 13, 4, p. 46-60Research output: Contribution to journal › Journal article › Research › peer-review
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Tales of the Expected
Poulsen, Rolf, Jan 2021, In: Wilmott. 111, p. 38-40Research output: Contribution to journal › Comment/debate › Communication
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That is an Oddly Specific Number
Poulsen, Rolf, 2021, In: Wilmott. November 2021, 116, p. 28-29Research output: Contribution to journal › Comment/debate › Communication
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That's an oddly specific number
Poulsen, Rolf, 2021, In: Wilmott. 2021, 116, p. 28-29Research output: Contribution to journal › Comment/debate › Communication
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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. 1-11Research output: Contribution to journal › Journal article › Research › peer-review
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The Fed Isn’t Federal – And Other Odd Things in Finance
Poulsen, Rolf, 2017, In: Wilmott. 88, p. 34-45Research output: Contribution to journal › Journal article › Research › peer-review
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The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments
Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529Research output: Contribution to journal › Journal article › Research › peer-review
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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 journal › Journal article › Research › peer-review
ID: 5165
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Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article › Research › peer-review
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256
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Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
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227
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How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
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