Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8242-0954
1 - 3 out of 3Page size: 50
- 2006
- Published
Barrier Options and Their Static hedges: Simple Derivations and Extensions
Poulsen, Rolf, 2006, In: Quantitative Finance. 6(4), p. 327-335Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Static Hedging and Model Risk for Barrier Options
Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Futures Markets. 26, 5, p. 449-463Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Derivatives. 13, 4, p. 46-60Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
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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
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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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