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Michèle Vanmaele
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2010 – 2019
- 2018
- [j10]Majid Haghi, Reza Mollapourasl, Michèle Vanmaele
:
An RBF-FD method for pricing American options under jump-diffusion models. Comput. Math. Appl. 76(10): 2434-2459 (2018) - 2017
- [j9]Xianming Sun
Model risk and discretisation of locally risk-minimising strategies. J. Comput. Appl. Math. 311: 38-53 (2017) - 2016
- [j8]Catherine Daveloose, Asma Khedher, Michèle Vanmaele
Robustness of quadratic hedging strategies in finance via Fourier transforms. J. Comput. Appl. Math. 296: 56-88 (2016) - 2015
- [j7]Xinliang Chen, Griselda Deelstra, Jan Dhaene
On an optimization problem related to static super-replicating strategies. J. Comput. Appl. Math. 278: 213-230 (2015) - 2010
- [j6]Griselda Deelstra, Alexandre Petkovic, Michèle Vanmaele
Pricing and hedging Asian basket spread options. J. Comput. Appl. Math. 233(11): 2814-2830 (2010) - [j5]Griselda Deelstra, Ibrahima Diallo, Michèle Vanmaele
Moment matching approximation of Asian basket option prices. J. Comput. Appl. Math. 234(4): 1006-1016 (2010)
2000 – 2009
- 2009
- [j4]Nele Vandaele, Michèle Vanmaele
Explicit portfolio for unit-linked life insurance contracts with surrender option. J. Comput. Appl. Math. 233(1): 16-26 (2009) - 2006
- [j3]Huguette Reynaerts, Michèle Vanmaele
Bounds for the price of a European-style Asian option in a binary tree model. Eur. J. Oper. Res. 168(2): 322-332 (2006) - 2003
- [c1]Huguette Reynaerts, Michèle Vanmaele:
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model. ISIPTA 2003: 465-479
1990 – 1999
- 1997
- [j2]Alfio Borzì
Multilevel Solution of Cell Vertex Cauchy-Riemann Equations. SIAM J. Sci. Comput. 18(2): 441-459 (1997) - 1996
- [j1]Michèle Vanmaele
On a variational approximation method for a class of elliptic Eigenvalue problems in composite structures. Math. Comput. 65(215): 999-1017 (1996)
Coauthor Index
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