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

Cross‐Currency Betting Arbitrage

Journal:

Year:

2019

Language:

english

File:

PDF, 2.61 MB

english, 2019

4

Binary Backwards

Journal:

Year:

2018

Language:

english

File:

PDF, 396 KB

english, 2018

5

Kelly Gone Bad

Journal:

Year:

2019

Language:

english

File:

PDF, 1.14 MB

english, 2019

6

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

7

Magical

Journal:

Year:

2020

File:

PDF, 18.82 MB

2020

8

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

9

American π: Piece of Cake?

Journal:

Year:

2017

Language:

english

File:

PDF, 257 KB

english, 2017

10

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

11

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

12

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

13

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

14

Special FX

Journal:

Year:

2018

Language:

english

File:

PDF, 1.12 MB

english, 2018

15

This Is Not Sparta: A Joint Effort

Journal:

Year:

2018

Language:

english

File:

PDF, 26.76 MB

english, 2018

16

Fundamental Views

Journal:

Year:

2018

Language:

english

File:

PDF, 14.89 MB

english, 2018

17

A Tragedy of Errors: Tales of Innumeracy

Journal:

Year:

2020

File:

PDF, 1.39 MB

2020

18

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

19

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

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

Non‐normality restored

Journal:

Year:

2019

Language:

english

File:

PDF, 925 KB

english, 2019

23

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

24

Collected Brexit Anecdotes

Journal:

Year:

2019

Language:

english

File:

PDF, 345 KB

english, 2019

25

Things I Learned This Semester, Part Deux

Journal:

Year:

2020

File:

PDF, 984 KB

2020

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

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

29

Barrier options and their static hedges: simple derivations and extensions

Journal:

Quantitative Finance

Year:

2006

Language:

english

File:

PDF, 195 KB

english, 2006

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

[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

33

Basket Case

Journal:

Year:

2020

File:

PDF, 2.33 MB

2020

34

ChemInform Abstract: NdHO, a Novel Oxyhydride.

Marius Wideroee, Helmer Fjellvaag, Truls Norby, Finn Willy Poulsen, Rolf Willestofte Berg

Journal:

Year:

2011

File:

PDF, 20 KB

2011

35

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

36

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

37

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

38

Vibrational spectroscopy on protons and deuterons in proton conducting perovskites

Marianne Glerup, Finn W. Poulsen, Rolf W. Berg

Journal:

Solid State Ionics

Year:

2002

Language:

english

File:

PDF, 218 KB

english, 2002

39

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

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

NdHO, a novel oxyhydride

Marius Widerøe, Helmer Fjellvåg, Truls Norby, Finn Willy Poulsen, Rolf Willestofte Berg

Journal:

Journal of Solid State Chemistry

Year:

2011

Language:

english

File:

PDF, 889 KB

english, 2011

42

Planning Your Own Debt

Søren Nielsen, Rolf Poulsen

Journal:

European Financial Management

Year:

2002

Language:

english

File:

PDF, 501 KB

english, 2002

43

A quantitative approach to developing more mechanistic gas exchange models for field grown potato: A new insight into chemical and hydraulic signalling

Seyed Hamid Ahmadi, Mathias N. Andersen, Rolf T. Poulsen, Finn Plauborg, Søren Hansen

Journal:

Agricultural and Forest Meteorology

Year:

2009

Language:

english

File:

PDF, 539 KB

english, 2009

44

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

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

Addition compounds of sulfur, selenium, or tellurium tetrachloride with niobium or tantalum pentachloride Conductometric and Raman spectroscopic study in the molten and solid state

Finn Willy Poulsen, Rolf Willestofte Berg

Journal:

Journal of Inorganic and Nuclear Chemistry

Year:

1978

Language:

english

File:

PDF, 489 KB

english, 1978

47

Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark

Rasmussen, Kourosh M., Madsen, Claus A., Poulsen, Rolf

Journal:

Computational Management Science

Year:

2014

Language:

english

File:

PDF, 513 KB

english, 2014

48

Financial planning for young households

Anne Marie B. Pedersen,Alex Weissensteiner,Rolf Poulsen

Journal:

Annals of Operations Research

Year:

2013

Language:

english

File:

PDF, 835 KB

english, 2013

49

Low temperature vibrational spectroscopy. I. Hexachlorotellurates

Berg, Rolf W., Poulsen, Finn W., Bjerrum, Niels J.

Journal:

The Journal of Chemical Physics

Year:

1977

Language:

english

File:

PDF, 966 KB

english, 1977

50

Experience with Bovine Heterografts and Polytetrafluoroethylene (IMPRA®) Grafts for Vascular Access in Chronic Haemodialysis

Nordling, Jørgen, Lynggaard, Folmer, Rytter Poulsen, Lars, Iversen Hansen, Rolf, Rasmussen, Finn

Journal:

Scandinavian Journal of Urology and Nephrology

Year:

1982

Language:

english

File:

PDF, 272 KB

english, 1982