An RBF–FD method for pricing American options under jump–diffusion models von Haghi, Majid, Mollapourasl, Reza, Vanmaele, Michèle

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Discretisation of FBSDEs driven by càdlàg martingales von Khedher, Asma, Vanmaele, Michèle

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A martingale representation theorem and valuation of defaultable securities von Choulli, Tahir, Daveloose, Catherine, Vanmaele, Michèle

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Radial Basis Functions with Partition of Unity Method for American Options with Stochastic Volatility von Mollapourasl, Reza, Fereshtian, Ali, Vanmaele, Michèle

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Mortality/Longevity Risk-Minimization with or without Securitization von Choulli, Tahir, Daveloose, Catherine, Vanmaele, Michèle

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Pricing of commodity derivatives on processes with memory von Benth, Fred Espen, Khedher, Asma, Vanmaele, Michèle

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Model risk and discretisation of locally risk-minimising strategies von Sun, Xianming, Schulz, Thorsten, Khedher, Asma, Vanmaele, Michèle

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Discretisation of FBSDEs driven by càdlàg martingales von Khedher, Asma, Vanmaele, Michèle

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Robustness of quadratic hedging strategies in finance via Fourier transforms von Daveloose, Catherine, Khedher, Asma, Vanmaele, Michèle

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Analytical approximation for distorted expectations von Sun, Xianming, Gan, Siqing, Vanmaele, Michèle

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Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps von Di Nunno, Giulia, Khedher, Asma, Vanmaele, Michèle

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On an optimization problem related to static super-replicating strategies von Chen, Xinliang, Deelstra, Griselda, Dhaene, Jan, Linders, Daniël, Vanmaele, Michèle

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Uncertainty Quantification of Derivative Instruments von Sun, Xianming, Vanmaele, Michèle

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An RBF-FD method for pricing American options under jump-diffusion models von Haghi, Majid, Mollapourasl, Reza, Vanmaele, Michèle

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Bounds for Asian basket options von DEELSTRA, Griselda, DIALLO, Ibrahima, VANMAELE, Michèle

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Comment: "On Approximating Deep in-the-money Asian Options Under Exponential Lévy Processes" von Sun, Xianming, Haesen, Dorien, Vanmaele, Michèle

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A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market von Vandaele, Nele, Vanmaele, Michèle

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Moment matching approximation of Asian basket option prices von Deelstra, Griselda, Diallo, Ibrahima, Vanmaele, Michèle

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Pricing and hedging Asian basket spread options von Deelstra, Griselda, Petkovic, Alexandre, Vanmaele, Michèle

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The Föllmer–Schweizer decomposition: Comparison and description von Choulli, Tahir, Vandaele, Nele, Vanmaele, Michèle

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