Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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Basket Case
Poulsen, Rolf, Jul 2020, In: Wilmott. 108, p. 22-25Research output: Contribution to journal › Comment/debate › Communication
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Basket Case
Poulsen, Rolf, 2020, In: Wilmott. 108, p. 22 25 p.Research output: Contribution to journal › Comment/debate › Communication
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Binary Backwards
Poulsen, Rolf, 2018, In: Wilmott. 94, p. 20-21Research output: Contribution to journal › Comment/debate › Communication
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Can Household Benefit from Stochastic Programming Models? An Empirical Study of Mortgage Refinancing in Demark
Rasmussen, K. M., Madsen, C. A. & Poulsen, Rolf, 2014, In: Computational Management Science. 11, p. 5-23Research output: Contribution to journal › Journal article › Research › peer-review
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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
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Collected Brexit Anecdotes
Poulsen, Rolf, 2019, In: Wilmott. 102, p. 8-9 2 p.Research output: Contribution to journal › Comment/debate › Communication
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Cross-currency Betting Arbitrage
Poulsen, Rolf, 2019, In: Wilmott. 100, p. 30-31Research output: Contribution to journal › Comment/debate › Communication
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Decisions, Decisions, Decisions
Poulsen, Rolf, 2022, In: Wilmott. 117, p. 9-10Research output: Contribution to journal › Comment/debate › Communication
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Delta Force: Option Pricing with Differential Machine Learning
Frandsen, M. G., Pedersen, T. C. & Poulsen, Rolf, 2022, In: Digital Finance. 4, p. 1-15Research output: Contribution to journal › Journal article › Research › peer-review
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Descending from the Ivory Tower: My Adventures in Fintech
Poulsen, Rolf, 2022, In: Wilmott. 122, p. 12-14Research output: Contribution to journal › Comment/debate › Communication
ID: 5165
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466
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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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256
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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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227
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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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