//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A comparison of approximation...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
9
Language
All
Undetermined
9
Author
All
Poulsen, Rolf
9
Nalholm, Morten
2
Jensen, Bjarke
1
Nielsen, Søren
1
Nielsen, Søren S.
1
Pedersen, Anne Marie B.
1
Rasmussen, Kourosh Marjani
1
Siven, Johannes
1
Weissensteiner, Alex
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Annals of operations research
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Review of derivatives research
1
The journal of futures markets
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
41
RePEc
19
Other ZBW resources
16
EconStor
2
USB Cologne (business full texts)
1
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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/10007272796
Saved in:
3
Planning Your Own Debt
Nielsen, Søren
;
Poulsen, Rolf
- In:
European financial management : the journal of the …
8
(
2002
)
2
,
pp. 193-210
Persistent link: https://www.econbiz.de/10005942131
Saved in:
4
Static hedging and model risk for barrier options
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of futures markets
26
(
2006
)
5
,
pp. 449-465
Persistent link: https://www.econbiz.de/10006808287
Saved in:
5
A two-factor, stochastic programming model of Danish mortgage-backed securities
Nielsen, Søren S.
;
Poulsen, Rolf
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1267-1290
Persistent link: https://www.econbiz.de/10006758745
Saved in:
6
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
Saved in:
7
Financial planning for young households
Pedersen, Anne Marie B.
;
Weissensteiner, Alex
;
Poulsen, Rolf
-
2013
Persistent link: https://www.econbiz.de/10010104333
Saved in:
8
Financial Giffen goods: Examples and counterexamples
Poulsen, Rolf
;
Rasmussen, Kourosh Marjani
- In:
European journal of operational research : EJOR
191
(
2008
)
2
,
pp. 571-575
Persistent link: https://www.econbiz.de/10008057672
Saved in:
9
Auto-static for the people: risk-minimizing hedges of barrier options
Siven, Johannes
;
Poulsen, Rolf
- In:
Review of derivatives research
12
(
2009
)
3
,
pp. 193-212
Persistent link: https://www.econbiz.de/10008300775
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->