prof. dr. Michèle Vanmaele
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Actuarial and financial mathematics conference : interplay between finance and insurance, February 6-7, 2014
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel and David Vyncke (UGent)(2014) -
Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps
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Actuarial and financial mathematics conference : interplay between finance and insurance, February 7-8, 2013
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel and David Vyncke (UGent)(2013) -
Index options : a model-free approach
(2012) -
Actuarial and financial mathematics conference : interplay between finance and insurance, February 9-10, 2012
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens, Steven Vanduffel and David Vyncke (UGent)(2012) -
- Journal Article
- A1
- open access
Convex order approximations in the case of cash flows of mixed signs
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Actuarial and financial mathematics conference : interplay between finance and insurance, February 10-11, 2011
Michèle Vanmaele (UGent) , Griselda Deesltra, Ann De Schepper, Jan Dhaene, Steven Vanduffel and David Vyncke (UGent)(2011) -
- Book Chapter
- open access
An overview of comonotonicity and its applications in finance and insurance
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Minimizing the risk of a financial product using a put option
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- Journal Article
- A1
- open access
Moment matching approximation of Asian basket option prices