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~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
18
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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/10001708443
Saved in:
2
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
- In:
The Geneva papers on risk and insurance theory
26
(
2001
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10001600977
Saved in:
3
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
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. 449-463
Persistent link: https://www.econbiz.de/10003309338
Saved in:
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/10003346503
Saved in:
6
Auto-static for the people : risk-minimizing hedges of barrier options
Siven, Johannes
;
Poulsen, Rolf
- In:
Review of derivatives research
12
(
2009
)
3
,
pp. 193-211
Persistent link: https://www.econbiz.de/10003882897
Saved in:
7
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
8
Can home-owners benefit from stochastic programming models? : a study of mortgage choice in Denmark
Rasmussen, Kourosh M.
;
Madsen, Claus A.
;
Poulsen, Rolf
- In:
Computational Management Science : CMS
11
(
2014
)
1/2
,
pp. 5-23
Persistent link: https://www.econbiz.de/10010251217
Saved in:
9
Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?
Hanke, Michael
;
Poulsen, Rolf
;
Weissensteiner, Alex
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1103-1116
Persistent link: https://www.econbiz.de/10011546229
Saved in:
10
Planning your own debt
Nielsen, Søren Bo
;
Poulsen, Rolf
- In:
European financial management : the journal of the …
8
(
2002
)
2
,
pp. 193-210
Persistent link: https://www.econbiz.de/10001688481
Saved in:
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