Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8242-0954
1 - 2 out of 2Page size: 25
- 2008
- 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
- Published
Financial Giffen Goods: Examples and Counterexamples
Rasmussen, K. M. & Poulsen, Rolf, 2008, In: European Journal of Operational Research. 191, 2, p. 571-575 5 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
Most downloads
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469
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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
Published -
262
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
228
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published