Catherine Daveloose
No current affiliation with UGent
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- Journal Article
- A1
- open access
Mortality/longevity risk-minimization with or without securitization
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A martingale representation theorem and valuation of defaultable securities
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- Journal Article
- A1
- open access
Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting
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- PhD Thesis
- open access
Essays on pricing and hedging in markets with imperfections
(2016) -
- Journal Article
- A1
- open access
Robustness of quadratic hedging strategies in finance via Fourier transforms
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- Book Chapter
- open access
Quantification of model risk in quadratic hedging in finance