Rolf Poulsen

Available identifiers

Publication	Date of Publication	Type
The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments	2018-11-19	Paper
Dynamic portfolio optimization with transaction costs and state-dependent drift	2016-10-06	Paper
Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark	2014-10-06	Paper
Empirical performance of models for barrier option valuation	2014-02-08	Paper
Financial planning for Young households	2013-08-07	Paper
Auto-static for the people: risk-minimizing hedges of barrier options	2009-11-16	Paper
Risk minimization in stochastic volatility models: model risk and empirical performance	2009-10-16	Paper
A two-factor, stochastic programming model of Danish mortgage-backed securities	2008-11-06	Paper
Financial Giffen goods: Examples and counterexamples	2008-07-21	Paper
Barrier options and their static hedges: simple derivations and extensions	2007-05-09	Paper
Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion	2002-02-05	Paper
A simple regime switching term structure model	2001-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q4247927	1999-08-16	Paper

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