Rolf Poulsen

2002–2006

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Rolf Poulsen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Dilip B Madan 5

Who trusts Rolf Poulsen overall

  1. Peter P. Carr
  2. Roger Lee

Papers from Rolf Poulsen's perspective

Ordered by how strongly the researchers Rolf Poulsen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Variance Gamma Process and Option Pricing
  2. Monte Carlo Methods in Financial Engineering
  3. Processes of normal inverse Gaussian type
  4. Lévy Processes in Finance: Pricing Financial Derivatives
  5. Valuing American Options by Simulation: A Simple Least-Squares Approach
  6. Information Theory, Inference, and Learning Algorithms
  7. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  8. Making Markov martingales meet marginals: with explicit constructions
  9. First passage times of a jump diffusion process (Advances in Applied Probability)
  10. A Theory for the Term Structure of Interest Rates

Their papers