Vanmaele Michèle
Vanmaele Michèle
Ghent University, Department of Applied Mathematics, Computer Science and Statistics
Verified email at ugent.be - Homepage
Title
Cited by
Cited by
Year
Comonotonicity, correlation order and premium principles
S Wang, J Dhaene
Insurance: Mathematics and Economics 22 (3), 235-242, 1998
1701998
Pricing of arithmetic basket options by conditioning
G Deelstra, J Liinev, M Vanmaele
Insurance: Mathematics and Economics 34 (1), 55-77, 2004
1102004
An overview of comonotonicity and its applications in finance and insurance
G Di Nunno, B Oksendal, G Deelstra, J Dhaene, M Vanmaele
Springer, 2011
101*2011
The interpolation theorem for narrow quadrilateral isoparametric finite elements
A Zeníšek, M Vanmaele
Numerische Mathematik 72 (1), 123-141, 1995
971995
Bounds for the price of discrete arithmetic Asian options
M Vanmaele, G Deelstra, J Liinev, J Dhaene, MJ Goovaerts
Journal of Computational and Applied Mathematics 185 (1), 51-90, 2006
802006
Bounds for the price of discrete arithmetic Asian options
M Vanmaele, G Deelstra, J Liinev, J Dhaene, M Goovaerts
DTEW Research Report 0444, 1-38, 2004
802004
Static super-replicating strategies for exotic options
X Chen, G Deelstra, J Dhaene, M Vanmaele
Insurance: Mathematics & Economics 39 (3), 417-418, 2006
75*2006
Static Super-Replicating Strategies for Exotic Options
X Chen, G Deelstra, J Dhaene, M Vanmaele
75*
An overview of comonotonicity and its applications in finance and insurance
G Deelstra, J Dhaene, M Vanmaele
Advanced Mathematical Methods for Finance, 155, 2010
692010
A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
N Vandaele, M Vanmaele
Insurance: Mathematics and Economics 42 (3), 1128-1137, 2008
632008
Bounds for Asian basket options
G Deelstra, I Diallo, M Vanmaele
Journal of Computational and Applied Mathematics 218 (2), 215-228, 2008
392008
Some results in lumped mass finite-element approximation of eigenvalue problems using numerical quadrature formulas
AB Andreev, VA Kascieva, M Vanmaele
Journal of computational and applied mathematics 43 (3), 291-311, 1992
391992
The Föllmer–Schweizer decomposition: Comparison and description
T Choulli, N Vandaele, M Vanmaele
Stochastic Processes and their Applications 120 (6), 853-872, 2010
372010
Applicability of the Bramble-Hilbert lemma in interpolation problems of narrow quadrilateral isoparametric finite elements
A Ženíšek, M Vanmaele
Journal of computational and applied mathematics 63 (1-3), 109-122, 1995
361995
Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables
M Vanmaele, G Deelstra, J Liinev
Insurance: Mathematics and Economics 35 (2), 343-367, 2004
332004
External finite element approximations of eigenvalue problems
M Vanmaele, A Ženišek
ESAIM: Mathematical Modelling and Numerical Analysis 27 (5), 565-589, 1993
271993
Disposition bias and overconfidence in institutional trades
J Annaert, D Heyman, M Vanmaele, S Van Osselaer
Working Paper, 2008
262008
Pricing and hedging Asian basket spread options
G Deelstra, A Petkovic, M Vanmaele
Journal of computational and applied mathematics 233 (11), 2814-2830, 2010
242010
Moment matching approximation of Asian basket option prices
G Deelstra, I Diallo, M Vanmaele
Journal of computational and applied mathematics 234 (4), 1006-1016, 2010
222010
External finite-element approximations of eigenfunctions in the case of multiple eigenvalues
M Vanmaele, A Ženíšek
Journal of Computational and Applied Mathematics 50 (1-3), 51-66, 1994
211994
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