Rolf Poulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8242-0954
Most downloads
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482 downloadsPublished
Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article › Research › peer-review
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266 downloadsPublished
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
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231 downloadsPublished
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
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174 downloadsPublished
The CHF/EUR exchange rate during the Swiss National Bank's minimum exchange rate policy: a latent likelihood approach
Research output: Contribution to journal › Journal article › Research › peer-review
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170 downloadsPublished
Numeraire Dependence in Risk-Neutral Probabilities of Event Outcomes
Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5165
Most downloads
-
482
downloads
Event-Related Exchange Rate Forecasts Combining Information from Betting Quotes and Option Prices
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
266
downloads
Volatility is log-normal -- but not for the reason you think
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
231
downloads
How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
Published