Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8242-0954
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Empirical Performance of Models for Barrier Option Valuation
Jessen, C. & Poulsen, Rolf, 2012, In: Quantitative Finance. 13, 1, p. 1-11 11 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Risikospredning med tolagsbelåning
Rasmussen, Kourosh Marjani, Poulsen, Rolf & Kyhl, S., 2012, In: Finans/Invest. 8, p. 15-17 3 p.Research 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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262
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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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228
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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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