The following pages link to Michèle Vanmaele (Q475662):
Displayed 45 items.
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- Explicit portfolio for unit-linked life insurance contracts with surrender option (Q732095) (← links)
- Pricing and hedging Asian basket spread options (Q848538) (← links)
- Discretisation of FBSDEs driven by càdlàg martingales (Q892339) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- Analytical approximation for distorted expectations (Q900958) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- (Q931200) (redirect page) (← links)
- Static super-replicating strategies for a class of exotic options (Q931201) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Bounds for Asian basket options (Q932705) (← links)
- Moment matching approximation of Asian basket option prices (Q970389) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- External finite-element approximations of eigenfunctions in the case of multiple eigenvalues (Q1334751) (← links)
- Pricing of arithmetic basket options by conditioning. (Q1430672) (← links)
- The combined effect of numerical integration and approximation of the boundary in the finite element method for eigenvalue problems (Q1899121) (← links)
- On an external finite element method for a second-order eigenvalue problem on a concave 2D-domain with Dirichlet boundary conditions (Q1899332) (← links)
- The interpolation theorem for narrow quadrilateral isoparametric finite elements (Q1907129) (← links)
- Applicability of the Bramble-Hilbert lemma in interpolation problems of narrow quadrilateral isoparametric finite elements (Q1917845) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- Convex order approximations in the case of cash flows of mixed signs (Q2445338) (← links)
- Risk management of a bond portfolio using options (Q2463566) (← links)
- Bounds for the price of a European-style Asian option in a binary tree model (Q2569027) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- Managing value-at-risk for a bond using bond put options (Q2642582) (← links)
- (Q2729545) (← links)
- (Q2784742) (← links)
- Quantification of Model Risk in Quadratic Hedging in Finance (Q2801795) (← links)
- (Q3350723) (← links)
- (Q3972461) (← links)
- (Q4011873) (← links)
- External finite element approximations of eigenvalue problems (Q4278042) (← links)
- (Q4300693) (← links)
- Multilevel Solution of Cell Vertex Cauchy--Riemann Equations (Q4336709) (← links)
- Analysis of the Cell Vertex Finite Volume Method for the Cauchy--Riemann Equations (Q4377527) (← links)
- An operator method for a numerical quadrature finite element approximation for a class of second-order elliptic eigenvalue problems in composite structures (Q4850068) (← links)
- On a variational approximation method for a class of elliptic eigenvalue problems in composite structures (Q4889917) (← links)
- An Overview of Comonotonicity and Its Applications in Finance and Insurance (Q5198559) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
- Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)
- A martingale representation theorem and valuation of defaultable securities (Q5855965) (← links)
- Pricing of commodity derivatives on processes with memory (Q6293343) (← links)
- Utility maximisation and time-change (Q6330594) (← links)