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A martingale representation theorem and valuation of defaultable securities
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- Journal Article
- A2
- open access
Pricing of commodity derivatives on processes with memory
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Radial basis functions with partition of unity method for American options with stochastic volatility
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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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- Journal Article
- A1
- open access
An RBF-FD method for pricing American options under jump-diffusion models
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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) -
- Book Editor
- open access
Actuarial and financial mathematics conference: Interplay between finance and insurance, February 4-5, 2010
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens and Steven Vanduffel(2010) -
Actuarial and financial mathematics conference: Interplay between finance and insurance, February 5-6, 2009
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene and Paul Van Goethem(2009) -
Actuarial and financial mathematics conference : interplay between finance and insurance, February 7-8, 2008
Michèle Vanmaele (UGent) , Griselda Deelstra, Ann De Schepper, Jan Dhaene, Huguette Reynaerts (UGent) , Wim Schoutens and Paul Van Goethem(2008)