Rolf Poulsen

Rolf Poulsen

Professor

ORCID: 0000-0001-8242-0954

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  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 journal › Journal article › Research › peer-review

  2. Published

    A Tragedy of Errors: Tales of Innumeracy

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

    Research output: Contribution to journal › Comment/debate › Communication

  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 journal › Journal article › Research › peer-review

  4. Published

    All Quiet on the Quant Front?

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

    Research output: Contribution to journal › Comment/debate › Communication

  5. Published

    American π: Piece of Cake?

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

    Research output: Contribution to journal › Comment/debate › Communication

  6. Published

    Amerikanske optioner og finansielle beregninger

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

    Research output: Contribution to journal › Journal article › Communication

  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 journal › Journal article › Research › peer-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 journal › Journal article › Research › peer-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 journal › Journal article › Research › peer-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 journal › Journal article › Research › peer-review

  11. Published

    Basket Case

    Poulsen, Rolf, Jul 2020, In: Wilmott. 108, p. 22-25

    Research output: Contribution to journal › Comment/debate › Communication

  12. Published

    Basket Case

    Poulsen, Rolf, 2020, In: Wilmott. 108, p. 22 25 p.

    Research output: Contribution to journal › Comment/debate › Communication

  13. Published

    Binary Backwards

    Poulsen, Rolf, 2018, In: Wilmott. 94, p. 20-21

    Research output: Contribution to journal › Comment/debate › Communication

  14. Published

    Can Household Benefit from Stochastic Programming Models? An Empirical Study of Mortgage Refinancing in Demark

    Rasmussen, K. M., Madsen, C. A. & Poulsen, Rolf, 2014, In: Computational Management Science. 11, p. 5-23

    Research output: Contribution to journal › Journal article › Research › peer-review

  15. Published

    Capital Allocation for Insurance Companies: Issues and Methods

    Nielsen, J. P., Poulsen, Rolf & Mumford, P., 2010, In: Belgian Actuarial Bulletin. 9, p. 1-7 7 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  16. Published

    Collected Brexit Anecdotes

    Poulsen, Rolf, 2019, In: Wilmott. 102, p. 8-9 2 p.

    Research output: Contribution to journal › Comment/debate › Communication

  17. Published

    Cross-currency Betting Arbitrage

    Poulsen, Rolf, 2019, In: Wilmott. 100, p. 30-31

    Research output: Contribution to journal › Comment/debate › Communication

  18. Published

    Decisions, Decisions, Decisions

    Poulsen, Rolf, 2022, In: Wilmott. 117, p. 9-10

    Research output: Contribution to journal › Comment/debate › Communication

  19. Published

    Delta Force: Option Pricing with Differential Machine Learning

    Frandsen, M. G., Pedersen, T. C. & Poulsen, Rolf, 2022, In: Digital Finance. 4, p. 1-15

    Research output: Contribution to journal › Journal article › Research › peer-review

  20. Published

    Descending from the Ivory Tower: My Adventures in Fintech

    Poulsen, Rolf, 2022, In: Wilmott. 122, p. 12-14

    Research output: Contribution to journal › Comment/debate › Communication

  21. Published

    Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift

    Palczewski, J., Poulsen, Rolf, Schenk-Hoppe, K. R. & Wang, H., 2015, In: European Journal of Operational Research. 243, 3, p. 921–931

    Research output: Contribution to journal › Journal article › Research › peer-review

  22. Published

    Eight Valuation Methods in Financial Mathematics: The Black-Scholes Formula as an Example

    Andreasen, J., Jensen, B. & Poulsen, Rolf, 1998, In: Mathematical Scientist. 23, 1, p. 18-40

    Research output: Contribution to journal › Journal article › Research › peer-review

  23. Published

    Elasticity of Variance of Variance

    Poulsen, Rolf, 2020, In: Wilmott. 105, p. 30-32

    Research output: Contribution to journal › Comment/debate › Communication

  24. Published

    Empirical Performance of Models for Barrier Option Valuation

    Jessen, C. & Poulsen, Rolf, 2012, In: Quantitative Finance. 13, 1, p. 1-11 11 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  25. Published

    Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2018, In: Journal of Financial and Quantitative Analysis. 53, 6, p. 2663-2683

    Research output: Contribution to journal › Journal article › Research › peer-review

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