Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8242-0954
1 - 1 out of 1Page size: 10
- 2001
- Published
Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion
Poulsen, Rolf & Christensen, B. J., 2001, In: Monte Carlo Methods and Applications. 7, 1-2, p. 111-123Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
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463
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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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254
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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
Published -
226
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How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published