Concepedia

Rolf Poulsen

RP

19

Publications

594

Citations

15

H-Index

2000

Active since

Affiliations

University of Copenhagen(Current)

University of Liechtenstein

Free University of Bozen-Bolzano

University of Oxford

Technical University of Denmark

Rolf Poulsen is an author at University of Copenhagen specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingOption PricingEconomicsStatisticsEngineeringFinancial EngineeringFinancial EconomicsMultivariate Stochastic Volatility

Publications per year

2000–2018

19

Publications

19

Transition Densities of Diffusion Processes

Bjarke Jensen, Rolf Poulsen · The Journal of Derivatives · 2002 · 107 citations

Transition Densities, Engineering, Financial Mathematics +16

Risk minimization in stochastic volatility models: model risk and empirical performance

Rolf Poulsen, Klaus Reiner Schenk–Hoppé, Christian‐Oliver Ewald · Quantitative Finance · 2009 · 72 citations

Volatility Modeling, Engineering, Usual Delta Hedges +18

A simple regime switching term structure model

Asbjørn T. Hansen, Rolf Poulsen · Finance and Stochastics · 2000 · 57 citations

Dynamic Economic Model, Term Structure Model, Simple Regime +2

Static hedging and model risk for barrier options

Morten Nalholm, Rolf Poulsen · Journal of Futures Markets · 2006 · 56 citations

Option Pricing, Static Hedging, Financial Risk Management +13

Static Hedging of Barrier Options under General Asset Dynamics

Morten Nalholm, Rolf Poulsen · The Journal of Derivatives · 2006 · 36 citations

Mathematical Programming, Option Pricing, Static Hedging +8

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