Rolf Poulsen

Rolf Poulsen

Professor


  1. Published

    Financial Giffen Goods: Examples and Counterexamples

    Rasmussen, K. M. & Poulsen, Rolf, 2008, In: European Journal of Operational Research. 191, 2, p. 571-575 5 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. 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 journalJournal articleResearchpeer-review

  3. 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 journalJournal articleResearchpeer-review

  4. Published

    Elasticity of Variance of Variance

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

    Research output: Contribution to journalComment/debateCommunication

  5. 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 journalJournal articleResearchpeer-review

  6. 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 journalJournal articleResearchpeer-review

  7. Published

    Descending from the Ivory Tower: My Adventures in Fintech

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

    Research output: Contribution to journalComment/debateCommunication

  8. 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 journalJournal articleResearchpeer-review

  9. Published

    Decisions, Decisions, Decisions

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

    Research output: Contribution to journalComment/debateCommunication

  10. Published

    Cross-currency Betting Arbitrage

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

    Research output: Contribution to journalComment/debateCommunication

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