Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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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
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There is No I in Black- Scholes but There is Me in Merton
Poulsen, Rolf, 2023, In: Wilmott. 126, p. 103-105Research output: Contribution to journal › Comment/debate › Communication
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Things I Learned This Semester
Poulsen, Rolf, 2019, In: Wilmott. 103, p. 18-19Research output: Contribution to journal › Comment/debate › Communication
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Things I Learned This Semester Five: Four
Poulsen, Rolf, 2023, In: Wilmott. 127, p. 8-10Research output: Contribution to journal › Comment/debate › Communication
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Things I Learned This Semester The Fourth
Poulsen, Rolf, 2022, In: Wilmott. 121, p. 8-10Research output: Contribution to journal › Comment/debate › Communication
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Things I Learned This Semester, Part Deux
Poulsen, Rolf, Sep 2020, In: Wilmott. 109, p. 38-41Research output: Contribution to journal › Comment/debate › Communication
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Things I Learned This Semester, Part Trois
Poulsen, Rolf, Sep 2021, In: Wilmott. 115Research output: Contribution to journal › Comment/debate › Communication
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This Is Not Sparta: A Joint Effort
Poulsen, Rolf, 2018, In: Wilmott. 98, p. 36-37Research output: Contribution to journal › Comment/debate › Communication
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Tomas Björk in Memoriam
Poulsen, Rolf, Jul 2021, In: Wilmott. 114, p. 16-17Research output: Contribution to journal › Comment/debate › Communication
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Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques
Jensen, B. & Poulsen, Rolf, 2002, In: Journal of Derivatives. 9, 4, p. 18-32Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
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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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256
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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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227
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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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