Rolf Poulsen

Rolf Poulsen

Professor

ORCID: 0000-0001-8242-0954

Publication year:
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11 - 20 out of 76Page size: 10
  1. 2006
  2. 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. 46-60

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

  3. 2007
  4. Published

    Four Things You Might not Know About the Black-Scholes Formula

    Poulsen, Rolf, 2007, In: Journal of Derivatives. 15, 2, p. 77-82

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

  5. 2008
  6. 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

  7. 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

  8. 2009
  9. Published

    Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options

    Poulsen, Rolf & Siven, J., 2009, In: Review of Derivatives Research. 12, 3, p. 193-211

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

  10. Published

    Barrier Options and Lumpy Dividends

    Poulsen, Rolf, Siven, J. & Suchanecki, M., 2009, In: Wilmott Journal. 1, 3, p. 167-171

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

  11. Published

    Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance

    Poulsen, Rolf, Schenk-Hoppe, K. R. & Ewald, C., 2009, In: Quantitative Finance. 9, 6, p. 693-704

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

  12. 2010
  13. Published

    Capital Allocation for Insurance Companies: Issues and Methods

    Nielsen, J. P., Poulsen, Rolf & Mumford, P., 2010, In: Belgian Actuarial Bulletin. 9, p. 1-7 7 p.

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

  14. Published

    Static Hedging

    Poulsen, Rolf, 2010, Encyclopedia of Quantitative Finance. Wiley, Vol. 4. p. 1690-1682 3 p.

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  15. Published

    The Margrabe Formula

    Poulsen, Rolf, 2010, Encyclopedia of Quantitative Finance. Wiley, Vol. 3. p. 1118-1120 3 p.

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

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