Rolf Poulsen

Rolf Poulsen

Professor

ORCID: 0000-0001-8242-0954

Publication year:
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1 - 10 out of 37Page size: 10
  1. 2022
  2. Published

    Delta Force: Option Pricing with Differential Machine Learning

    Frandsen, M. G., Pedersen, T. C. & Poulsen, Rolf, 2022, In: Digital Finance. 4, p. 1-15

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. 2020
  4. Published

    How does the volatility of volatility depend on volatility?

    Rømer, Sigurd Emil & Poulsen, Rolf, 2020, In: Risks. 8, 2, p. 1-18 59.

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. 2019
  6. Published

    The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2 Jan 2019, In: Quantitative Finance. 19, 1, p. 1-11

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2019, In: Journal of Derivatives. 26, 4, p. 128-143

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. 2018
  9. 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

  10. Published

    Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices

    Hanke, M., Poulsen, Rolf & Weissensteiner, A., 2018, In: Journal of Financial and Quantitative Analysis. 53, 6, p. 2663-2683

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. 2017
  12. Published

    Risk-minimisation in electricity markets: Fixed price, unknown consumption

    Tegner, M., Ernstsen, R. R., Skajaa, A. & Poulsen, Rolf, Oct 2017, In: Energy Economics. 68, p. 423-439

    Research output: Contribution to journal › Journal article › Research › peer-review

  13. Published

    The Fed Isn’t Federal – And Other Odd Things in Finance

    Poulsen, Rolf, 2017, In: Wilmott. 88, p. 34-45

    Research output: Contribution to journal › Journal article › Research › peer-review

  14. Published

    The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments

    Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529

    Research output: Contribution to journal › Journal article › Research › peer-review

  15. 2015
  16. Published

    Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift

    Palczewski, J., Poulsen, Rolf, Schenk-Hoppe, K. R. & Wang, H., 2015, In: European Journal of Operational Research. 243, 3, p. 921–931

    Research output: Contribution to journal › Journal article › Research › peer-review

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