Vanmaele, Michèle: search on Z-Library

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1

Bounds for the price of a European-style Asian option in a binary tree model

Huguette Reynaerts, Michele Vanmaele, Jan Dhaene, Griselda Deelstra

Journal:

European Journal of Operational Research

Year:

2006

Language:

english

File:

PDF, 312 KB

english, 2006

2

The interpolation theorem for narrow quadrilateral isoparametric finite elements

Alexander Zeníšek, Michèle Vanmaele

Journal:

Numerische Mathematik

Year:

1995

Language:

english

File:

PDF, 185 KB

english, 1995

3

Managing value-at-risk for a bond using bond put options

Griselda Deelstra, Ahmed Ezzine, Dries Heyman, Michèle Vanmaele

Journal:

Computational Economics

Year:

2007

Language:

english

File:

PDF, 155 KB

english, 2007

4

Pricing and hedging Asian basket spread options

Griselda Deelstra, Alexandre Petkovic, Michèle Vanmaele

Journal:

Journal of Computational and Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 766 KB

english, 2010

5

Applicability of the Bramble-Hilbert lemma in interpolation problems of narrow quadrilateral isoparametric finite elements

Alexander Ženíšek, Michèle Vanmaele

Journal:

Journal of Computational and Applied Mathematics

Year:

1995

Language:

english

File:

PDF, 578 KB

english, 1995

6

Bounds for Asian basket options

Griselda Deelstra, Ibrahima Diallo, Michèle Vanmaele

Journal:

Journal of Computational and Applied Mathematics

Year:

2008

Language:

english

File:

PDF, 232 KB

english, 2008

7

The combined effect of numerical integration and approximation of the boundary in the finite element method for eigenvalue problems

Michèle Vanmaele, Alexander Ženíšek

Journal:

Numerische Mathematik

Year:

1995

Language:

english

File:

PDF, 210 KB

english, 1995

8

Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables

Grzegorz Darkiewicz, Griselda Deelstra, Jan Dhaene, Tom Hoedemakers and Michèle Vanmaele

Journal:

Journal of Risk and Insurance

Year:

2009

Language:

english

File:

PDF, 1.54 MB

english, 2009

9

Discretisation of FBSDEs driven by càdlàg martingales

Khedher, Asma, Vanmaele, Michèle

Journal:

Journal of Mathematical Analysis and Applications

Year:

2016

Language:

english

File:

PDF, 485 KB

english, 2016

10

Explicit portfolio for unit-linked life insurance contracts with surrender option

Nele Vandaele, Michèle Vanmaele

Journal:

Journal of Computational and Applied Mathematics

Year:

2009

Language:

english

File:

PDF, 714 KB

english, 2009

11

Moment matching approximation of Asian basket option prices

Griselda Deelstra, Ibrahima Diallo, Michèle Vanmaele

Journal:

Journal of Computational and Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 600 KB

english, 2010

12

Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables

Michèle Vanmaele, Griselda Deelstra, Jan Liinev

Journal:

Insurance: Mathematics and Economics

Year:

2004

Language:

english

File:

PDF, 244 KB

english, 2004

13

Risk management of a bond portfolio using options

Jan Annaert, Griselda Deelstra, Dries Heyman, Michèle Vanmaele

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 409 KB

english, 2007

14

A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market

Nele Vandaele, Michèle Vanmaele

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 455 KB

english, 2008

15

The Föllmer–Schweizer decomposition: Comparison and description

Tahir Choulli, Nele Vandaele, Michèle Vanmaele

Journal:

Stochastic Processes and their Applications

Year:

2010

Language:

english

File:

PDF, 423 KB

english, 2010

16

Minimizing the Risk of a Financial Product Using a Put Option

Griselda Deelstra, Michèle Vanmaele, David Vyncke

Journal:

Journal of Risk and Insurance

Year:

2010

Language:

english

File:

PDF, 296 KB

english, 2010

17

Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables

Grzegorz Darkiewicz, Griselda Deelstra, Jan Dhaene, Tom Hoedemakers, Michèle Vanmaele

Journal:

Journal of Risk and Insurance

Year:

2009

Language:

english

File:

PDF, 173 KB

english, 2009

18

Convex order approximations in the case of cash flows of mixed signs

Jan Dhaene, Marc Goovaerts, Michèle Vanmaele, Koen Van Weert

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 268 KB

english, 2012

19

Infected false aneurysm after puncture of an aneurysm of the deep femoral artery

Berry, Michel Ch.J., Van Schil, Paul E.Y., Vanmaele, Rudolphe G.M.T.J., De Vries, David P.

Journal:

European Journal of Vascular Surgery

Year:

1994

Language:

english

File:

PDF, 1.01 MB

english, 1994

20

Minimizing the Risk of a Financial Product Using a Put Option

Griselda Deelstra, Michèle Vanmaele and David Vyncke

Journal:

Journal of Risk and Insurance

Year:

2010

Language:

english

File:

PDF, 1.92 MB

english, 2010

21

Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps

Di Nunno, Giulia, Khedher, Asma, Vanmaele, Michèle

Journal:

Applied Mathematics & Optimization

Year:

2015

Language:

english

File:

PDF, 373 KB

english, 2015

22

On an optimization problem related to static super-replicating strategies

Chen, Xinliang, Deelstra, Griselda, Dhaene, Jan, Linders, Daniël, Vanmaele, Michèle

Journal:

Journal of Computational and Applied Mathematics

Year:

2015

Language:

english

File:

PDF, 554 KB

english, 2015

23

Analytical approximation for distorted expectations

Sun, Xianming, Gan, Siqing, Vanmaele, Michèle

Journal:

Statistics & Probability Letters

Year:

2015

Language:

english

File:

PDF, 380 KB

english, 2015

24

Comment: “On Approximating Deep in-the-money Asian Options Under Exponential Lévy Processes”

Sun, Xianming, Haesen, Dorien, Vanmaele, Michèle

Journal:

Journal of Futures Markets

Year:

2015

Language:

english

File:

PDF, 41 KB

english, 2015

25

Model risk and discretisation of locally risk-minimising strategies

Sun, Xianming, Schulz, Thorsten, Khedher, Asma, Vanmaele, Michèle

Journal:

Journal of Computational and Applied Mathematics

Year:

2017

Language:

english

File:

PDF, 532 KB

english, 2017

26

Radial Basis Functions with Partition of Unity Method for American Options with Stochastic Volatility

Mollapourasl, Reza, Fereshtian, Ali, Vanmaele, Michèle

Journal:

Computational Economics

Year:

2017

Language:

english

File:

PDF, 1.60 MB

english, 2017

27

An RBF–FD method for pricing American options under jump–diffusion models

Haghi, Majid, Mollapourasl, Reza, Vanmaele, Michèle

Journal:

Computers & Mathematics with Applications

Year:

2018

Language:

english

File:

PDF, 738 KB

english, 2018

28

Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting

Daveloose, Catherine, Khedher, Asma, Vanmaele, Michèle

Journal:

Stochastic Analysis and Applications

Year:

2019

Language:

english

File:

PDF, 2.93 MB

english, 2019

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