Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?
Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2015, In: Journal of Futures Markets. 35, 12, p. 1103–1116,Research output: Contribution to journal › Journal article › Research › peer-review
- Published
When Numbers Lie: a Good Bad Example
Ditlevsen, Susanne & Poulsen, Rolf, Jun 2023, In: Significance. 20, 3, p. 26-29Research output: Contribution to journal › Journal article › Communication
- Published
We Hold These Truths not to be Self-evident. Part 1: Two Wrongs Making a Right
Poulsen, Rolf, 2023, In: Wilmott. 123, p. 10-11Research output: Contribution to journal › Comment/debate › Communication
- Published
We Hold These Truths not to be Self-evident, Part 3: Mission Impossible
Poulsen, Rolf, 2023, In: Wilmott. 125, p. 10-11Research output: Contribution to journal › Comment/debate › Communication
- Published
We Hold These Truths not to be Self-evident, Part 2: Strong and simple
Poulsen, Rolf, 2023, In: Wilmott. 124, p. 14-15Research output: Contribution to journal › Comment/debate › Communication
- Published
Volatility is log-normal -- but not for the reason you think
Tegnér, M. & Poulsen, Rolf, Jun 2018, In: Risks. 6, 2, 16 p., 46.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
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
- Published
Tomas Björk in Memoriam
Poulsen, Rolf, Jul 2021, In: Wilmott. 114, p. 16-17Research output: Contribution to journal › Comment/debate › Communication
- Published
This Is Not Sparta: A Joint Effort
Poulsen, Rolf, 2018, In: Wilmott. 98, p. 36-37Research output: Contribution to journal › Comment/debate › Communication
- Published
Things I Learned This Semester, Part Trois
Poulsen, Rolf, Sep 2021, In: Wilmott. 115Research output: Contribution to journal › Comment/debate › Communication
ID: 5165
Most downloads
-
469
downloads
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