Concepedia

Michèle Vanmaele

MV

27

Publications

720

Citations

18

H-Index

1992

Active since

Affiliations

Ghent University(Current)

Université Libre de Bruxelles

University of Oxford

Czech Technical University in Prague

Michèle Vanmaele is an author at Ghent University specializing in engineering, approximation theory, and business.

Top concepts

EngineeringBusinessApproximation TheoryOption PricingFinanceAsset PricingNumerical AnalysisMathematical ProgrammingProbabilityFinite Element Method

Publications per year

1992–2018

27

Publications

27

Static super-replicating strategies for a class of exotic options

Xianmei Chen, Griselda Deelstra, Jan Dhaene et al. · Insurance Mathematics and Economics · 2008 · 90 citations · Full text

Mathematical Programming, Engineering, Randomized Algorithm +7

Bounds for the price of discrete arithmetic Asian options

Michèle Vanmaele, Griselda Deelstra, Jan Liinev et al. · Journal of Computational and Applied Mathematics · 2005 · 69 citations

Mathematical Programming, Option Pricing, Asset Pricing +4

Bounds for Asian basket options

Griselda Deelstra, Ibrahima Diallo, Michèle Vanmaele · Journal of Computational and Applied Mathematics · 2006 · 48 citations

Engineering, East Asian Studies, Lower Bound +6

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

Nele Vandaele, Michèle Vanmaele · Insurance Mathematics and Economics · 2008 · 45 citations

Economics, Option Pricing, Corporate Risk Management +10

The interpolation theorem for narrow quadrilateral isoparametric finite elements

Alexander Ženíšek, Michèle Vanmaele · Numerische Mathematik · 1995 · 38 citations

Geometric Interpolation, Discrete Geometry, Engineering +5

Rows per page

1–5 of 27