Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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Collected Brexit Anecdotes
Poulsen, Rolf, 2019, In: Wilmott. 102, p. 8-9 2 p.Research output: Contribution to journal › Comment/debate › Communication
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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
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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. 5-23Research output: Contribution to journal › Journal article › Research › peer-review
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Binary Backwards
Poulsen, Rolf, 2018, In: Wilmott. 94, p. 20-21Research output: Contribution to journal › Comment/debate › Communication
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Basket Case
Poulsen, Rolf, Jul 2020, In: Wilmott. 108, p. 22-25Research output: Contribution to journal › Comment/debate › Communication
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Basket Case
Poulsen, Rolf, 2020, In: Wilmott. 108, p. 22 25 p.Research output: Contribution to journal › Comment/debate › Communication
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Barrier Options and Their Static hedges: Simple Derivations and Extensions
Poulsen, Rolf, 2006, In: Quantitative Finance. 6(4), p. 327-335Research output: Contribution to journal › Journal article › Research › peer-review
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Barrier Options and Lumpy Dividends
Poulsen, Rolf, Siven, J. & Suchanecki, M., 2009, In: Wilmott Journal. 1, 3, p. 167-171Research output: Contribution to journal › Journal article › Research › peer-review
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Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options
Poulsen, Rolf & Siven, J., 2009, In: Review of Derivatives Research. 12, 3, p. 193-211Research output: Contribution to journal › Journal article › Research › peer-review
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Approximation Behooves Calibration
da Silva Ribeiro, A. M. & Poulsen, Rolf, 2013, In: Quantitative Finance Letters. 1, 1, p. 36-40Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
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467
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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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260
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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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228
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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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