Rolf T. Poulsen: search on Z-Library

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1

All Quiet on the Quant Front?

Journal:

Year:

2020

Language:

english

File:

PDF, 581 KB

english, 2020

2

Elasticity of Variance of Variance

Journal:

Year:

2020

Language:

english

File:

PDF, 1.78 MB

english, 2020

3

Transition Densities of Diffusion Processes : Numerical Comparison of Approximation Techniques

Jensen, Bjarke, Poulsen, Rolf

Journal:

The Journal of Derivatives

Year:

2002

Language:

english

File:

PDF, 608 KB

english, 2002

4

Cross‐Currency Betting Arbitrage

Journal:

Year:

2019

Language:

english

File:

PDF, 2.61 MB

english, 2019

5

Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes

Hanke, Michael, Poulsen, Rolf, Weissensteiner, Alex

Journal:

The Journal of Derivatives

Year:

2019

Language:

english

File:

PDF, 899 KB

english, 2019

6

Magical

Journal:

Year:

2020

File:

PDF, 18.82 MB

2020

7

Kelly Gone Bad

Journal:

Year:

2019

Language:

english

File:

PDF, 1.14 MB

english, 2019

8

Empirical performance of models for barrier option valuation

Jessen, Cathrine, Poulsen, Rolf

Journal:

Quantitative Finance

Year:

2013

Language:

english

File:

PDF, 807 KB

english, 2013

9

Binary Backwards

Journal:

Year:

2018

Language:

english

File:

PDF, 396 KB

english, 2018

10

American π: Piece of Cake?

Journal:

Year:

2017

Language:

english

File:

PDF, 257 KB

english, 2017

11

Static Hedging of Barrier Options under General Asset Dynamics

Nalholm, Morten, Poulsen, Rolf

Journal:

The Journal of Derivatives

Year:

2006

Language:

english

File:

PDF, 574 KB

english, 2006

12

Barrier options and lumpy dividends

Johannes Vitalis Siven, Michael Suchanecki, Rolf Poulsen

Journal:

Wilmott Journal

Year:

2009

Language:

english

File:

PDF, 526 KB

english, 2009

13

A Tragedy of Errors: Tales of Innumeracy

Journal:

Year:

2020

File:

PDF, 1.39 MB

2020

14

Auto-static for the people: risk-minimizing hedges of barrier options

Johannes Siven, Rolf Poulsen

Journal:

Review of Derivatives Research

Year:

2009

Language:

english

File:

PDF, 331 KB

english, 2009

15

Fundamental Views

Journal:

Year:

2018

Language:

english

File:

PDF, 14.89 MB

english, 2018

16

This Is Not Sparta: A Joint Effort

Journal:

Year:

2018

Language:

english

File:

PDF, 26.76 MB

english, 2018

17

Special FX

Journal:

Year:

2018

Language:

english

File:

PDF, 1.12 MB

english, 2018

18

Non‐normality restored

Journal:

Year:

2019

Language:

english

File:

PDF, 925 KB

english, 2019

19

Static hedging and model risk for barrier options

Morten Nalholm, Rolf Poulsen

Journal:

Journal of Futures Markets

Year:

2006

Language:

english

File:

PDF, 131 KB

english, 2006

20

The Fed Isn't Federal - And other Odd Things in Finance

Journal:

Year:

2017

Language:

english

File:

PDF, 114.94 MB

english, 2017

21

IV Leaks

Journal:

Year:

2018

Language:

english

File:

PDF, 13.33 MB

english, 2018

22

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

Journal:

The Journal of Derivatives

Year:

2007

Language:

english

File:

PDF, 355 KB

english, 2007

23

Collected Brexit Anecdotes

Journal:

Year:

2019

Language:

english

File:

PDF, 345 KB

english, 2019

24

Things I Learned This Semester, Part Deux

Journal:

Year:

2020

File:

PDF, 984 KB

2020

25

A two-factor, stochastic programming model of Danish mortgage-backed securities

Søren S. Nielsen, Rolf Poulsen

Journal:

Journal of Economic Dynamics and Control

Year:

2004

Language:

english

File:

PDF, 336 KB

english, 2004

26

Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion

Christensen, Bent Jesper, Poulsen, Rolf

Journal:

Monte Carlo Methods and Applications

Year:

2001

Language:

english

File:

PDF, 1.75 MB

english, 2001

27

Collected Brexit Anecdotes

Journal:

Year:

2019

File:

PDF, 345 KB

2019

28

How Does the Volatility of Volatility Depend on Volatility?

RÃ¸mer, Sigurd Emil, Poulsen, Rolf

Journal:

Year:

2020

File:

PDF, 7.04 MB

2020

29

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

Poulsen, Rolf, Schenk-Hoppé, Klaus Reiner, Ewald, Christian-Oliver

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 364 KB

english, 2007

30

Dynamic portfolio optimization with transaction costs and state-dependent drift

Palczewski, Jan, Poulsen, Rolf, Schenk-Hoppé, Klaus Reiner, Wang, Huamao

Journal:

European Journal of Operational Research

Year:

2015

Language:

english

File:

PDF, 578 KB

english, 2015

31

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

Ellersgaard, Simon, Jönsson, Martin, Poulsen, Rolf

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 841 KB

english, 2016

32

Basket Case

Journal:

Year:

2020

File:

PDF, 2.33 MB

2020

33

Risk minimization in stochastic volatility models: model risk and empirical performance

Poulsen, Rolf, Schenk-Hoppé, Klaus Reiner, Ewald, Christian-Oliver

Journal:

Quantitative Finance

Year:

2009

Language:

english

File:

PDF, 230 KB

english, 2009

34

Barrier options and their static hedges: simple derivations and extensions

Journal:

Quantitative Finance

Year:

2006

Language:

english

File:

PDF, 195 KB

english, 2006

35

[ACM Press the 23rd ACM Symposium - Gothenburg, Sweden (2017.11.08-2017.11.10)] Proceedings of the 23rd ACM Symposium on Virtual Reality Software and Technology - VRST '17 - Can you cut it?

Kjær, Tina, Lillelund, Christoffer B., Moth-Poulsen, Mie, Nilsson, Niels C., Nordahl, Rolf, Serafin, Stefania

Year:

2017

Language:

english

File:

PDF, 6.23 MB

english, 2017

36

Planning Your Own Debt

Søren Nielsen, Rolf Poulsen

Journal:

European Financial Management

Year:

2002

Language:

english

File:

PDF, 501 KB

english, 2002

37

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

Hanke, Michael, Poulsen, Rolf, Weissensteiner, Alex

Journal:

Journal of Futures Markets

Year:

2015

Language:

english

File:

PDF, 482 KB

english, 2015

38

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

Tegnér, Martin, Ernstsen, Rune Ramsdal, Skajaa, Anders, Poulsen, Rolf

Journal:

Energy Economics

Year:

2017

Language:

english

File:

PDF, 1.85 MB

english, 2017

39

Difference in TB10.4 T-cell epitope recognition following immunization with recombinant TB10.4, BCG or infection with Mycobacterium tuberculosis

Rolf Billeskov, Michael V. Grandal, Christian Poulsen, Jan P. Christensen, Nathalie Winter, Carina Vingsbo-Lundberg, Truc T. K. T. Hoang, Bo van Deurs, Young-Hwa Song, Claus Aagaard, Peter Andersen, J

Journal:

European Journal of Immunology

Year:

2010

Language:

english

File:

PDF, 534 KB

english, 2010

40

A simple regime switching term structure model

Asbjørn T. Hansen, Rolf Poulsen

Journal:

Finance and Stochastics

Year:

2000

Language:

english

File:

PDF, 143 KB

english, 2000

41

Volatility Is Log-Normal—But Not for the Reason You Think

Tegnér, Martin, Poulsen, Rolf

Journal:

Year:

2018

Language:

english

File:

PDF, 1.13 MB

english, 2018

42

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

Hanke, Michael, Poulsen, Rolf, Weissensteiner, Alex

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 352 KB

english, 2013

43

Correction: Difference in TB10.4 T-cell epitope recognition following immunization with recombinant TB10.4, BCG or infection with Mycobacterium tuberculosis

Rolf Billeskov, Michael V. Grandal, Christian Poulsen, Jan P. Christensen, Nathalie Winter, Carina Vingsbo-Lundberg, Truc T. K. T. Hoang, Bo van Deurs, Young-Hwa Song, Claus Aagaard, Peter Andersen, J

Journal:

European Journal of Immunology

Year:

2011

File:

PDF, 36 KB

2011

44

Third Meeting of the Scandinavian Society for the Study of Diabetes Oslo, February 2–4, 1967 Abstracts

Jacob E. Poulsen, Rolf Luft, O. Trygstad, Erol Cerasi, Hans Yde, Nils Norman, J. Ditzel, M. Schwartz, H. O. Bang, N. Thorsen, S. Aarseth, S. Oseid, I. Höyer, S. E. Brolin, E. Borglund, G. Wettermark,

Journal:

Year:

1967

Language:

english

File:

PDF, 976 KB

english, 1967

45

Effects of irrigation strategies and soils on field-grown potatoes: Gas exchange and xylem [ABA]

Seyed Hamid Ahmadi, Mathias N. Andersen, Finn Plauborg, Rolf T. Poulsen, Christian R. Jensen, Ali Reza Sepaskhah, Søren Hansen

Journal:

Agricultural Water Management

Year:

2010

Language:

english

File:

PDF, 515 KB

english, 2010

46

Approximation behoves calibration

Ribeiro, André, Poulsen, Rolf

Journal:

Quantitative Finance Letters

Year:

2013

Language:

english

File:

PDF, 647 KB

english, 2013

47

Should He Stay or Should He Go? Estimating the Effect of Firing the Manager in Soccer

Journal:

Year:

2000

File:

PDF, 1.29 MB

2000

48

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

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 67 KB

english, 2007

49

Effects of irrigation strategies and soils on field grown potatoes: Yield and water productivity

Seyed Hamid Ahmadi, Mathias N. Andersen, Finn Plauborg, Rolf T. Poulsen, Christian R. Jensen, Ali Reza Sepaskhah, Søren Hansen

Journal:

Agricultural Water Management

Year:

2010

Language:

english

File:

PDF, 426 KB

english, 2010

50

Financial Giffen goods: Examples and counterexamples

Rolf Poulsen, Kourosh Marjani Rasmussen

Journal:

European Journal of Operational Research

Year:

2008

Language:

english

File:

PDF, 123 KB

english, 2008

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