Michèle Vanmaele

Title Professor
Academic Institution Ghent University
Country Belgium
Contact Information

CAS Publications

  • Di Nunno, G., Khedher, A., and Vanmaele, M. 2015. "Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps", Applied Mathematics and Optimization, 72:353-389.

  • Khedher, A., and Vanmaele, M. 2015. "Discretisation of FBSDEs driven by càdlàg martingales", Journal of Mathematical Analysis and Applications, 435(1):508–531

  • Daveloose, V., Khedher, A., Vanmaele, M. 2015. "Quantification of model risk in quadratic hedging strategies in finance", F. E. Benth, G. Di Nunno (eds.), Stochastic for Environmental and Financial Economics, Heidelberg: Springer Verlag.

CAS Project