Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8242-0954
1 - 4 out of 4Page size: 500
- 2017
- Published
Risk-minimisation in electricity markets: Fixed price, unknown consumption
Tegner, M., Ernstsen, R. R., Skajaa, A. & Poulsen, Rolf, Oct 2017, In: Energy Economics. 68, p. 423-439Research output: Contribution to journal › Journal article › Research › peer-review
- Published
American π: Piece of Cake?
Poulsen, Rolf, 2017, In: Wilmott. 91, p. 12-13Research output: Contribution to journal › Comment/debate › Communication
- Published
The Fed Isn’t Federal – And Other Odd Things in Finance
Poulsen, Rolf, 2017, In: Wilmott. 88, p. 34-45Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments
Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
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473
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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
Published -
263
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
230
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How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published