Rolf Poulsen

Rolf Poulsen

Professor

ORCID: 0000-0001-8242-0954

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  1. Published

    That's an oddly specific number

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

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

  2. Published

    That is an Oddly Specific Number

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

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

  3. Published

    Tales of the Expected

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

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

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

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

  6. 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 proceeding › Encyclopedia chapter › Research

  7. Published

    Special FX

    Poulsen, Rolf, 2018, In: Wilmott. 95, p. 40-41

    Research output: Contribution to journal › Journal article › Communication

  8. Published

    Should He Stay or Should He Go? Estimating the Effect of Sacking the Manager in Soccer

    Poulsen, Rolf, 2000, In: Chance. 13, 2, p. 29-32

    Research output: Contribution to journal › Journal article › Research

  9. Published

    Risk-minimisation in electricity markets: Fixed price, unknown consumption

    Tegner, M., Ernstsen, R. R., Skajaa, A. & Poulsen, Rolf, Oct 2017, In: Energy Economics. 68, p. 423-439

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

  10. Published

    Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance

    Poulsen, Rolf, Schenk-Hoppe, K. R. & Ewald, C., 2009, In: Quantitative Finance. 9, 6, p. 693-704

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

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