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Poulsen, Rolf's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
3,404 |
Total
Citations
10 |
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1.
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Poulsen, Rolf University of Copenhagen - Department of Statistics and Operations Research
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1,398
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Option pricing, Black-Scholes formula, delta, vega-hedging, put-call-duality
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2.
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Poulsen, Rolf University of Copenhagen - Department of Statistics and Operations Research Schenk-Hoppé, Klaus Reiner University of Leeds - Leeds University Business School Ewald, Christian-Oliver University of Glasgow
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23 Feb 07
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Last Revised:
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04 Dec 07
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720
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Locally risk-minimizing hedge, delta hedge, stochastic volatility,
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3.
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Nielsen, Jens Perch City University London - Cass Business School Mumford, Paul Royal & SunAlliance Poulsen, Rolf University of Copenhagen - Department of Statistics and Operations Research
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620
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4.
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Poulsen, Rolf University of Copenhagen - Department of Statistics and Operations Research Nielsen, Soren S. Technical University of Denmark - Informatics and Mathematical Modeling
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266
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5.
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Jessen, Cathrine Copenhagen Business School - Department of Finance Poulsen, Rolf University of Copenhagen - Department of Statistics and Operations Research
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253
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Barrier options, risk-management, valuation, empirical performance
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Poulsen, Rolf University of Copenhagen - Department of Statistics and Operations Research Rasmussen, Kourosh Marjani Technical University of Denmark
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112
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2
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Finance, portfolio choice, Giffen good, mortgage planning
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7.
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Nielsen, Soren S. Technical University of Denmark - Informatics and Mathematical Modeling Poulsen, Rolf University of Copenhagen - Department of Statistics and Operations Research
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35
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8.
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Hansen, Asbjorn T. Dresdner Kleinwort Benson Poulsen, Rolf University of Copenhagen - Department of Statistics and Operations Research
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Regime switching, term structure of interest rates, numerical methods, option pricing
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9.
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Andreasen, Jesper Danske Bank - Danske Markets Jensen, Bjarke University of Aarhus Poulsen, Rolf University of Copenhagen - Department of Statistics and Operations Research
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Records 1 -
9
of 9 matches
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1
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