Rolf Poulsen

Rolf Poulsen

Professor


  1. Published

    Collected Brexit Anecdotes

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

    Research output: Contribution to journalComment/debateCommunication

  2. 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 journalJournal articleResearchpeer-review

  3. 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 journalJournal articleResearchpeer-review

  4. Published

    Binary Backwards

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

    Research output: Contribution to journalComment/debateCommunication

  5. Published

    Basket Case

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

    Research output: Contribution to journalComment/debateCommunication

  6. Published

    Basket Case

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

    Research output: Contribution to journalComment/debateCommunication

  7. 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 journalJournal articleResearchpeer-review

  8. 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 journalJournal articleResearchpeer-review

  9. 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 journalJournal articleResearchpeer-review

  10. 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 journalJournal articleResearchpeer-review

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