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News
11th Actuarial and Financial Mathematics Conference: Interplay...
www.vvsor.nl
Steven Vanduffel VUB Michèle Vanmaele UGent. Frédéric Vrins UCLouvain. David Vyncke (co-chair) UGe. Vereniging voor Statistiek en Operations Research.
FAM @ TU Wien: Workshop AMaMeF 2007
www.fam.tuwien.ac.at
Financial and Actuarial Mathematics at University of Technology Vienna
Recent Developments in Dependence Modelling with Applications in...
www.vub.ac.be
Chair - Michèle Vanmaele. 11h30-12h30. Giovanni Puccetti, University of Firenze Risk Aggregation and Model Uncertainty:some messages ...
Telephone & Addresses
Dries Heyman | IDEAS/RePEc
ideas.repec.org
Dries Heyman: current contact information and listing of economic research of this author provided by RePEc/IDEAS
Pricing and Hedging Asian Basket Spread Options - IDEAS/RePEc
ideas.repec.org
Griselda Deelstra & Alexandre Petkovic & Michèle Vanmaele, "Pricing and Hedging Asian Basket Spread Options," Working Papers ECARES 2008_004, ...
Heterogeneous Basket Options Pricing Using Analytical Approximations
ideas.repec.org
Downloadable! This paper proposes the use of analytical approximations to price an heterogeneous basket option combining commodity prices, foreign currencies...
Business Profiles
Researchgate: Michèle Vanmaele
Gent, Belgium
Heritage
www.genealogy.math.ndsu.nodak.edu › ...Michèle Vanmaele - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
According to our current on-line database, Michèle Vanmaele has 1 student and 1 descendant. We welcome any additional information. If you have additional ...
Books & Literature
scinapse.io › authorsMichèle Vanmaele | Scinapse
www.scinapse.io
3 Authors (Reza Mollapourasl, ..., Michèle Vanmaele). In this article, we price American options under Heston's stochastic volatility model using a radial basis ...
Advanced Mathematical Methods for Finance | Ebook | Ellibs Ebookstore
www.ellibs.com
Ellibs Ebookstore - Ebook: Advanced Mathematical Methods for Finance - Author: Nunno, Giulia Di - Price: 121,75€
Advanced Mathematical Methods for Finance - Google Books
books.google.it
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of...
Commodities - Google Books
books.google.it
Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures...
Related Documents
[ ] Utility maximisation and time-change
arxiv.org
Authors:Giulia Di Nunno, Hannes Haferkorn, Asma Khedher, Michèle Vanmaele. (Submitted on 6 Dec 2019). Abstract: We consider the ...
Analytical Approximation for Distorted Expectations by Xianming Sun,...
papers.ssrn.com
This paper provides an efficient and accurate approximation for the distorted expectation of a risk factor when its density function or characteristic function
Vanmaele, Michèle [WorldCat Identities]
worldcat.org
Most widely held works by Michèle Vanmaele. Actuarial and Financial Mathematics Conference interplay between financa and insurance, February ,
7th Winter school on Mathematical Finance, abstracts
staff.fnwi.uva.nl
Michèle Vanmaele: Comonotonicity applied in finance. In finance very often one has to deal with problems where multivariate random variables are involved, ...
Scientific Publications
www.jstor.org › stableVol. 76, No. 4, December of The Journal of Risk and ...
www.jstor.org
). Grzegorz Darkiewicz, Griselda Deelstra, Jan Dhaene, Tom Hoedemakers and Michèle Vanmaele. https://www.jstor.org/stable Read Online ...
DBLP - Michèle Vanmaele
dblp.cloudmining.net
Huguette Reynaerts, Michèle Vanmaele, Jan Dhaene, Griselda Deelstra : Bounds for the price of a European-style Asian option in a binary tree model.
Vol. 77, No. 4, December of The Journal of Risk and Insurance ...
www.jstor.org
... Risk of a Financial Product Using a Put Option (pp ). Griselda Deelstra , Michèle Vanmaele and David Vyncke. https://www.jstor.org/stable
Publications
Vanmaele, Michèle [WorldCat Identities]
orlabs.oclc.org
View works by Michèle Vanmaele Publications about Michèle Vanmaele Publications by Michèle Vanmaele off 0 Publications by Michèle ...
Michèle Vanmaele - Topology Atlasat.yorku.ca/c/b/o/r/22.htm
at.yorku.ca
Pricing of American options using radial basis functions by. Michèle Vanmaele Ghent University, Belgium Coauthors: Ali Fereshtian, Majid Haghi, Reza ...
www.mdpi.com › scifeed_displaySciFeed - MDPI
www.mdpi.com
By following authors. Fred Espen Benth. Asma Khedher. Michèle Vanmaele. With settings. Email: Freq: Daily, Weekly, Monthly. One email with all search results.
EconPapers: Convex order approximations in the case of cash flows of...
econpapers.repec.org
By Jan Marcel Leonie Dhaene, Marc Goovaerts, Michèle Vanmaele and Koen Van Weert; Abstract: In Van Weert et al. (2010), results are ...
Miscellaneous
SCHOLAR - CNKI学术搜索
scholar.cnki.net
CNKI学术搜索是一个基于海量资源的跨学科、跨语种、跨文献类型的学术资源搜索平台，其资源库涵盖各类学术期刊、论文、报纸、专利、标准、年鉴、工具书等，旨在为国内外研究人员提供全面、权威、系统的知识网络。
Michèle Vanmaele | FRIS onderzoeksportaal
researchportal.be
Michèle Vanmaele. Trefwoorden:Wiskunde, Exacte Wetenschappen, Financiële wetenschappen, Statistiek, operationeel onderzoek, programmatie, actuariële ...
ugent.academia.edu › MichèleVanmaeleMichèle Vanmaele | Ghent University - Academia.edu
ugent.academia.edu
Michèle Vanmaele, Ghent University, Applied Mathematics, Computer Science and Statistics Department, Faculty Member. Studies Earnings Management ...
m.cas.oslo.no › fellows › michele-vanmaele-article Michèle Vanmaele - CAS
cas.oslo.no
Title Professor. Academic Institution Ghent University. Country Belgium. Contact Information ...
8th World Congress of the Bachelier Finance Society | 8th World...
www.bacheliercongress.com
Steering Organising Committee. Wim Schoutens Griselda Deelstra Ann De Schepper Michèle Vanmaele. Local Organising Committee. Jan Dhaene Pierre Patie Hugues …
lib.ugent.be › bibliografieprof. dr. Michèle Vanmaele - Ghent University Library
biblio.ugent.be
Work address Krijgslaan 281, S Gent ORCID iD – 10 of 75 publications.
38.rdf - LSDIS
lsdis.cs.uga.edu
... Vanlandingham H. F. Vanlandingham Radboud A. W. Vanlerberghe Maarten Vanlessen H. Vanmaele M. Vanmaele Michèle Vanmaele Meenakshi Vanmali ...
› abs[ v1] Mortality Risk Minimisation and Optional ...
128.84.21.199
Authors:Tahir Choulli, Catherine Daveloose, Michèle Vanmaele. (Submitted on 20 Oct (this version), latest version 29 May (v3)). Abstract: In this ...
archives.esf.org › coordinating-research › meetings-email-formMeetings Email Form : European Science Foundation
archives.esf.org
Meetings Email Form. To: Professor Michèle Vanmaele. Your e-mail address: *. Message object: Message text: Image: click to refresh captcha.
- Hedging Strategies for Energy Derivatives | 37 | Commodities | Peter
www.taylorfrancis.com
In this article, we dene a hedging strategy in a setting typical for the commodity market. Firstly,
we prove the existence of the locally risk-minimizing
Articles – Luca Regis
docenti-deps.unisi.it
... in Actuarial and Financial Mathematics Conference – Interplay between Finance and Insurance February , 2011, Michèle Vanmaele, Griselda Deelstra, ...
global-sci.org › intro › article_detail › eajamUncertainty Quantification of Derivative Instruments
global-sci.org
Uncertainty Quantification of Derivative Instruments. Xianming Sun and Michèle Vanmaele eajam a. East Asian J. Appl. Math.,7 (2017), ...
Approximation of stop-loss premiums involving sums of lognormals by...
sociorepec.org
Griselda Deelstra; Jan Liinev; Michèle Vanmaele: Pricing of arithmetic basket options by conditioning;. 5). Michael Curran: Valuing Asian and Portfolio Options ...
Bounds for Asian basket options
www.infona.pl
Michèle Vanmaele. Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281, Building.
Ecole Doctorale des Sciences - Actuarial and Financial Mathematics...
www.graduatecollegescience.eu
Michèle Vanmaele (UGent) (Co-chair) Griselda Deelstra (ULB) (Co-chair) Jan Annaert (UAntwerpen) Ann De Schepper (UAntwerpen) Pierre Devolder (UCL)
EW/TEW/Handelsingenieur | Het Bijlesbureau
www.hetbijlesbureau.be
Studierichting: EW/TEW/Handelsingenieur. Uitleg: 2de bach, tew wiskunde prof Michèle Vanmaele. Lees meer over Les Wiskunde - Regio Gent - Emily ...
East Asian Journal on Applied Mathematics EAJAM Volume 7, Number 2global-sci.com/intro/articles_list/eajam html
global-sci.com
Xianming Sun and Michèle Vanmaele eajam a. East. Asia. J. Appl. Math.,7 (2017), pp Purchase PDF Article preview.
IJMM, Editorial Board Member, International Journal of Dynamics of...
www.ripublication.com
Michèle Vanmaele, Dept. of Applied Mathematics and Computer Science, Ghent University, Belgium. Qiang Zhang, Liaoning Key Lab of Intelligent Information ...
research.utwente.nl › publications › numeraire-invariance-and-applica...Numeraire Invariance and application to Option Pricing and ...
research.utwente.nl
Editors, Michèle Vanmaele, Griselda Deelstra, Ann De Schepper, Jan Dhaene, Huguette Reynaerts, Wim Schoutens, Paul Van Goethem.
Applied Stochastic Models and Data Analysis 2005
conferences.telecom-bretagne.eu
Griselda Deelstra, Ahmed Ezzine, Dries Heyman, Michèle Vanmaele. Valuing Credit Default Swap in a non-Homogeneous Semi-Markovian Rating-Based ...
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