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Thomas Björk in Memoriam
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Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
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42
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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43
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
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44
Financial planning for young households
Pedersen, Anne Marie B.
;
Weissensteiner, Alex
;
Poulsen, Rolf
-
2013
Persistent link: https://www.econbiz.de/10010104333
Saved in:
45
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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46
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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47
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
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48
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
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49
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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50
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. 1267-1289
Persistent link: https://www.econbiz.de/10001880794
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