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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Wilmott
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Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
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2
Static hedging of barrier options under general asset dynamics : unification and application
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10003346503
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3
Transition densities of diffusion processes : numerical comparison of approximation techniques
Jensen, Bjarke
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
9
(
2002
)
4
,
pp. 18-32
Persistent link: https://www.econbiz.de/10001708443
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4
Numeraire dependence in risk-neutral probabilities of event outcomes
Hanke, Michael
;
Poulsen, Rolf
;
Weissensteiner, Alex
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 128-143
Persistent link: https://www.econbiz.de/10012306209
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5
Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10007272796
Saved in:
6
Transition Densities of Diffusion Processes: Numerical Comparison of Approximation Techniques
Jensen, Bjarke
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
9
(
2002
)
4
,
pp. 18-32
Persistent link: https://www.econbiz.de/10005942589
Saved in:
7
Four Things You Might Not Know about the Black-Scholes Formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77
Persistent link: https://www.econbiz.de/10007891193
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