Rolf Poulsen

Rolf Poulsen

Professor


  1. Published

    Tales of the Expected

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

    Research output: Contribution to journalComment/debateCommunication

  2. Published

    Tomas Björk in Memoriam

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

    Research output: Contribution to journalComment/debateCommunication

  3. 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 journalComment/debateCommunication

  4. Published

    Amerikanske optioner og finansielle beregninger

    Poulsen, Rolf, 2011, In: FAMØS. 21, 2, p. 34-54 21 p.

    Research output: Contribution to journalJournal articleCommunication

  5. Published

    Four Things You Might not Know About the Black-Scholes Formula

    Poulsen, Rolf, 2007, In: Journal of Derivatives. 15, 2, p. 77-82

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Non-numerical Recipes

    Poulsen, Rolf, May 2021, In: Wilmott. 113, p. 16-17

    Research output: Contribution to journalComment/debateCommunication

  7. Published

    All Quiet on the Quant Front?

    Poulsen, Rolf, 2020, In: Wilmott. 106, p. 8-9

    Research output: Contribution to journalComment/debateCommunication

  8. Published

    Collected Brexit Anecdotes

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

    Research output: Contribution to journalComment/debateCommunication

  9. Published

    Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion

    Poulsen, Rolf & Christensen, B. J., 2001, In: Monte Carlo Methods and Applications. 7, 1-2, p. 111-123

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    A Tragedy of Errors: Tales of Innumeracy

    Poulsen, Rolf, May 2020, In: Wilmott. 107, p. 9-11

    Research output: Contribution to journalComment/debateCommunication

  11. 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 journalJournal articleResearchpeer-review

  12. Published

    Special FX

    Poulsen, Rolf, 2018, In: Wilmott. 95, p. 40-41

    Research output: Contribution to journalJournal articleCommunication

  13. Published

    Basket Case

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

    Research output: Contribution to journalComment/debateCommunication

  14. Published

    Things I Learned This Semester The Fourth

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

    Research output: Contribution to journalComment/debateCommunication

  15. 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

  16. Published

    Planning Your Own Debt

    Poulsen, Rolf & Nielsen, S., 2002, In: European Financial Management. 8, 2, p. 193-210

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    Things I Learned This Semester, Part Trois

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

    Research output: Contribution to journalComment/debateCommunication

  18. 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 journalComment/debateCommunication

  19. 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 journalJournal articleResearchpeer-review

  20. 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 journalComment/debateCommunication

  21. Published

    Fundamental Views

    Poulsen, Rolf, 2018, In: Wilmott. 97, p. 44-45

    Research output: Contribution to journalComment/debateCommunication

  22. Published

    Rank Competence

    Poulsen, Rolf, 2022, In: Wilmott. 118, p. 22.23

    Research output: Contribution to journalComment/debateCommunication

  23. 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

  24. Published

    A Simple Regime Switching Term Structure Model

    Poulsen, Rolf & Hansen, A., 2000, In: Finance and Stochastics. 4, 4, p. 409-429

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. 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

ID: 5165