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Jessen, Cathrine [Author] ; Poulsen, Rolf [Other]

Empirical Performance of Models for Valuation and Risk-Management of Barrier Options

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[S.l.]: SSRN, [2009]
Poulsen, Rolf [Author] ; Rasmussen, Kourosh Marjani [Other]

Financial Giffen Goods : Examples and Counterexamples

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[S.l.]: SSRN, [2007]
Poulsen, Rolf [Author]

Four Things You Might Not Know about the Black-Scholes Formula

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[S.l.]: SSRN, 2007
Poulsen, Rolf [Author] ; Schenk-Hoppé, Klaus Reiner [Other]; Ewald, Christian-Oliver [Other]

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

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[S.l.]: SSRN, [2007]

Published in: FINRISK Working Paper ; No. 361
Poulsen, Rolf [Author] ; Nielsen, Soren S. [Other]

Planning Your Own Debt; a Stochastic Programming Approach to Mortgage Backed Security Analysis in a Two-Factor Interest Rate Model

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[S.l.]: SSRN, [2001]
Hanke, Michael [Author] ; Poulsen, Rolf [Other]; Weissensteiner, Alex [Other]

The CHF/EUR Exchange Rate during the Swiss National Bank’s Minimum Exchange Rate Policy : A Latent Likelihood Approach

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[S.l.]: SSRN, [2018]

Published in: Quantitative Finance, 2018, 19(1), 1-11
Nielsen, Simon [Author] ; Jönsson, Martin [Other]; Poulsen, Rolf [Other]

The Fundamental Theorem of Derivative Trading - Exposition, Extensions, and Experiments

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[S.l.]: SSRN, [2015]
Hanke, Michael [Author] ; Poulsen, Rolf [Other]; Weissensteiner, Alex [Other]

Where Would the EUR/CHF Exchange Rate Be Without the SNB's Minimum Exchange Rate Policy?

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[S.l.]: SSRN, [2016]
Nielsen, Jens Perch [Author] ; Mumford, Paul [Other]; Poulsen, Rolf [Other]

Capital Allocation for Insurance Companies : Issues and Methods

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[S.l.]: SSRN, [2005]
Tegnér, Martin [Author]; Poulsen, Rolf [Author]

Volatility is log-normal: But not for the reason you think

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Basel: MDPI, 2018
Rømer, Sigurd Emil [Author]; Poulsen, Rolf [Author]

How does the volatility of volatility depend on volatility?

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2020

Published in: Risks ; 8(2020), 2/59 vom: Juni, Seite 1-18
Rømer, Sigurd Emil [Author]; Poulsen, Rolf [Author]

How does the volatility of volatility depend on volatility?

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Basel: MDPI, 2020
Palczewski, Jan [Author] ; Poulsen, Rolf [Other]; Schenk-Hoppé, Klaus Reiner [Other]; Wang, Huamao [Other]

Dynamic Portfolio Optimization with Transaction Costs and State-Dependent Drift

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[S.l.]: SSRN, [2014]

Published in: Norwegian School of Economics (NHH), Department of Finance Working Paper ; No. 2014-1
Poulsen, Rolf

Tales of the Expected

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Wilmott Magazine Ltd, 2021

Published in: Wilmott, 2021 (2021) 111, Seite 16-18
Poulsen, Rolf

All Quiet on the Quant Front?

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Wilmott Magazine Ltd, 2020

Published in: Wilmott, 2020 (2020) 106, Seite 8-9
Poulsen, Rolf

Basket Case

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Wilmott Magazine Ltd, 2020

Published in: Wilmott, 2020 (2020) 108, Seite 22-25
Poulsen, Rolf

Elasticity of Variance of Variance

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Wilmott Magazine Ltd, 2020

Published in: Wilmott, 2020 (2020) 105, Seite 12-15
Poulsen, Rolf

Magical

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Wilmott Magazine Ltd, 2020

Published in: Wilmott, 2020 (2020) 110, Seite 30-33
Poulsen, Rolf

Things I Learned This Semester, Part Deux

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Wilmott Magazine Ltd, 2020

Published in: Wilmott, 2020 (2020) 109, Seite 38-41
Poulsen, Rolf

A Tragedy of Errors: Tales of Innumeracy

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Wilmott Magazine Ltd, 2020

Published in: Wilmott, 2020 (2020) 107, Seite 9-11

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