Nele Vandaele

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The Föllmer-Schweizer decomposition: comparison and description
Stochastic Processes and their Applications
2010-07-08Paper
Explicit portfolio for unit-linked life insurance contracts with surrender option
Journal of Computational and Applied Mathematics
2009-10-09Paper
A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
Insurance Mathematics & Economics
2008-06-25Paper


Research outcomes over time


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