The following pages link to Rolf Poulsen (Q319242):
Displaying 14 items.
- (Q163428) (redirect page) (← links)
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark (Q744251) (← links)
- Financial Giffen goods: Examples and counterexamples (Q933535) (← links)
- A two-factor, stochastic programming model of Danish mortgage-backed securities (Q953639) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Financial planning for Young households (Q2393342) (← links)
- Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion (Q2724985) (← links)
- Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745) (← links)
- Barrier options and their static hedges: simple derivations and extensions (Q3437386) (← links)
- (Q4247927) (← links)
- The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments (Q4555094) (← links)
- Empirical performance of models for barrier option valuation (Q5746738) (← links)
- A simple regime switching term structure model (Q5926474) (← links)
