Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8242-0954
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Option Pricing With Excel
Honore, P. & Poulsen, Rolf, 2002, Programming languages and systems in computational economics and Finance. Boston: Kluwer Law International, Vol. 18. p. 369-402Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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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
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Planning Your Own Debt
Poulsen, Rolf & Nielsen, S., 2002, In: European Financial Management. 8, 2, p. 193-210Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
Most downloads
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473
downloads
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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263
downloads
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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230
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published