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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
Pricing of arithmetic basket options by conditioning
G Deelstra, J Liinev, M Vanmaele
Insurance: Mathematics and Economics 34 (1), 55-77, 2004
1242004
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
1022006
The interpolation theorem for narrow quadrilateral isoparametric finite elements
A Zeníšek, M Vanmaele
Numerische Mathematik 72 (1), 123-141, 1995
961995
Static super-replicating strategies for exotic options
X Chen, G Deelstra, J Dhaene, M Vanmaele
Insurance: Mathematics & Economics 39 (3), 417-418, 2006
93*2006
An overview of comonotonicity and its applications in finance and insurance
G Deelstra, J Dhaene, M Vanmaele
Advanced mathematical methods for finance, 155-179, 2011
902011
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
732008
Bounds for Asian basket options
G Deelstra, I Diallo, M Vanmaele
Journal of Computational and Applied Mathematics 218 (2), 215-228, 2008
492008
The Föllmer–Schweizer decomposition: Comparison and description
T Choulli, N Vandaele, M Vanmaele
Stochastic Processes and their Applications 120 (6), 853-872, 2010
412010
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
411992
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
322004
Radial basis functions with partition of unity method for American options with stochastic volatility
R Mollapourasl, A Fereshtian, M Vanmaele
Computational Economics 53, 259-287, 2019
312019
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
292010
Disposition bias and overconfidence in institutional trades
J Annaert, D Heyman, M Vanmaele, S Van Osselaer
Working Paper, 2008
282008
External finite element approximations of eigenvalue problems
M Vanmaele, A Ženišek
ESAIM: Mathematical Modelling and Numerical Analysis 27 (5), 565-589, 1993
281993
An RBF–FD method for pricing American options under jump–diffusion models
M Haghi, R Mollapourasl, M Vanmaele
Computers & Mathematics with Applications 76 (10), 2434-2459, 2018
262018
Pricing and hedging Asian basket spread options
G Deelstra, A Petkovic, M Vanmaele
Journal of computational and applied mathematics 233 (11), 2814-2830, 2010
262010
Bounds for the price of a European-style Asian option in a binary tree model
H Reynaerts, M Vanmaele, J Dhaene, G Deelstra
European Journal of Operational Research 168 (2), 322-332, 2006
252006
A martingale representation theorem and valuation of defaultable securities
T Choulli, C Daveloose, M Vanmaele
Mathematical finance 30 (4), 1527-1564, 2020
232020
The combined effect of numerical integration and approximation of the boundary in the finite element method for eigenvalue problems
M Vanmaele, A Ženíšek
Numerische Mathematik 71 (2), 253-273, 1995
231995
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