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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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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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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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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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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
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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
Cover Image
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