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Researcher
Catherine Daveloose
Profile
Projects
Publications
Activities
Awards & Distinctions
6
Results
2021
Mortality/longevity risk-minimization with or without securitization
Tahir Choulli
Catherine Daveloose
Michèle Vanmaele
A1
Journal Article
in
MATHEMATICS
2021
2020
A martingale representation theorem and valuation of defaultable securities
Tahir Choulli
Catherine Daveloose
Michèle Vanmaele
A1
Journal Article
in
MATHEMATICAL FINANCE
2020
2019
Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting
Catherine Daveloose
Asma Khedher
Michèle Vanmaele
A1
Journal Article
in
STOCHASTIC ANALYSIS AND APPLICATIONS
2019
2016
Essays on pricing and hedging in markets with imperfections
Catherine Daveloose
Tahir Choulli
Asma Khedher
Michèle Vanmaele
Dissertation
2016
Quantification of model risk in quadratic hedging in finance
Catherine Daveloose
Asma Khedher
Michèle Vanmaele
Bookchapter
in
Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015
2016
Robustness of quadratic hedging strategies in finance via Fourier transforms
Catherine Daveloose
Asma Khedher
Michèle Vanmaele
A1
Journal Article
in
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
2016