Rolf Poulsen

Rolf Poulsen

Professor

ORCID: 0000-0001-8242-0954

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  1. 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

  2. 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

  3. 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

  4. Published

    Tales of the Expected

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

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

  5. 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

  6. 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

  7. Published

    The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2 Jan 2019, In: Quantitative Finance. 19, 1, p. 1-11

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

  8. Published

    The Fed Isn’t Federal – And Other Odd Things in Finance

    Poulsen, Rolf, 2017, In: Wilmott. 88, p. 34-45

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

  9. Published

    The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments

    Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529

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

  10. Published

    The Long and Short of Static Hedging with Frictions

    Poulsen, Rolf & Siven, J., 2008, In: Wilmott. 38, p. 62-67 6 p.

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

  11. Published

    The Margrabe Formula

    Poulsen, Rolf, 2010, Encyclopedia of Quantitative Finance. Wiley, Vol. 3. p. 1118-1120 3 p.

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  12. Published

    There is No I in Black- Scholes but There is Me in Merton

    Poulsen, Rolf, 2023, In: Wilmott. 126, p. 103-105

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

  13. Published

    Things I Learned This Semester

    Poulsen, Rolf, 2019, In: Wilmott. 103, p. 18-19

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

  14. Published

    Things I Learned This Semester Five: Four

    Poulsen, Rolf, 2023, In: Wilmott. 127, p. 8-10

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

  15. Published

    Things I Learned This Semester The Fourth

    Poulsen, Rolf, 2022, In: Wilmott. 121, p. 8-10

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

  16. Published

    Things I Learned This Semester, Part Deux

    Poulsen, Rolf, Sep 2020, In: Wilmott. 109, p. 38-41

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

  17. Published

    Things I Learned This Semester, Part Trois

    Poulsen, Rolf, Sep 2021, In: Wilmott. 115

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

  18. Published

    This Is Not Sparta: A Joint Effort

    Poulsen, Rolf, 2018, In: Wilmott. 98, p. 36-37

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

  19. Published

    Tomas Björk in Memoriam

    Poulsen, Rolf, Jul 2021, In: Wilmott. 114, p. 16-17

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

  20. Published

    Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques

    Jensen, B. & Poulsen, Rolf, 2002, In: Journal of Derivatives. 9, 4, p. 18-32

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

  21. Published

    Volatility is log-normal -- but not for the reason you think

    Tegnér, M. & Poulsen, Rolf, Jun 2018, In: Risks. 6, 2, 16 p., 46.

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

  22. Published

    We Hold These Truths not to be Self-evident, Part 2: Strong and simple

    Poulsen, Rolf, 2023, In: Wilmott. 124, p. 14-15

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

  23. Published

    We Hold These Truths not to be Self-evident, Part 3: Mission Impossible

    Poulsen, Rolf, 2023, In: Wilmott. 125, p. 10-11

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

  24. Published

    We Hold These Truths not to be Self-evident. Part 1: Two Wrongs Making a Right

    Poulsen, Rolf, 2023, In: Wilmott. 123, p. 10-11

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

  25. Published

    When Numbers Lie: a Good Bad Example

    Ditlevsen, Susanne & Poulsen, Rolf, Jun 2023, In: Significance. 20, 3, p. 26-29

    Research output: Contribution to journal › Journal article › Communication

  26. Published

    Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2015, In: Journal of Futures Markets. 35, 12, p. 1103–1116,

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

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