Rolf Poulsen

Rolf Poulsen

Professor

ORCID: 0000-0001-8242-0954

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

  2. Published

    MagicaL

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

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

  3. Published

    Lecture Notes for Finance 1 (and More).

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

    Research output: Book/Report › Compendium/lecture notes › Education

  4. Published

    Kelly Gone Bad

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

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

  5. Published

    IV Leaks

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

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

  6. Published

    How to Miss a Free Lunch

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

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

  7. Published

    How does the volatility of volatility depend on volatility?

    Rømer, Sigurd Emil & Poulsen, Rolf, 2020, In: Risks. 8, 2, p. 1-18 59.

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

  8. Published

    Fundamental Views

    Poulsen, Rolf, 2018, In: Wilmott. 97, p. 44-45

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

  9. Published

    Four Things You Might not Know About the Black-Scholes Formula

    Poulsen, Rolf, 2007, In: Journal of Derivatives. 15, 2, p. 77-82

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

  10. Published

    Financial planning for young households

    Pedersen, A. M. B., Weissensteiner, A. & Poulsen, Rolf, 2013, In: Annals of Operations Research. 205, 1, p. 55-76 22 p.

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

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