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Researcher
Nele Vandaele
- Disciplines:Applied mathematics in specific fields, Statistics and numerical methods
Affiliations
- Department of Applied Mathematics, Computer Science and Statistics (Department)
Member
From1 Oct 2006 → 30 Sep 2016
Publications
1 - 6 of 6
- Hedging strategies for energy derivatives(2015)Series: Chapman & Hall/CRC Financial Mathematics Series
Authors: Peter Leoni, Nele Vandaele, Michèle Vanmaele, MAH Dempster, Ke Tang
Pages: 623 - 644 - Hedging strategies for energy derivatives(2014)
Authors: Peter Leoni, Nele Vandaele, Michèle Vanmaele
Pages: 1725 - 1737 - Quadratic hedging in finance and insurance(2010)
Authors: Nele Vandaele
- The Föllmer-Schweizer decomposition : comparison and description
Authors: Tahir Choulli, Nele Vandaele, Michèle Vanmaele
Pages: 853 - 872 - A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Levy process financial market
Authors: Nele Vandaele, Michèle Vanmaele
Pages: 1128 - 1137 - Explicit portfolio for unit-linked life insurance contracts with surrender option
Authors: Nele Vandaele, Michèle Vanmaele, Omer L Gebizlioglu, Jan Dhaene
Pages: 16 - 26