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Researcher
Michèle Vanmaele
Profile
Projects
Publications
Activities
Awards & Distinctions
Results
:
ALL
(
12
)
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Title (a-z)
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As
Administrative supervisor
20 December 2011 → 22 January 2016
Doctoral project Catherine Daveloose
Doctoral researcher: Catherine Daveloose
23 May 2013 → 30 March 2016
Doctoral project Xianming Sun
Doctoral researcher: Xianming Sun
23 August 2023 → 21 September 2025
Numerical Analysis and Simulation of swing options under exponential Lévy processes
Doctoral researcher: Mustapha Regragui
As
Promotor
23 September 2024 → 21 September 2025
FWO sabbatical bench fee professor Vanmaele
Funding: Research Foundation - Flanders (FWO)
01 October 2011 → 30 June 2016
Hedging strategies and Lévy interest rate modeling
Fellow: Catherine Daveloose
Funding: Regional and community funding: IWT/VLAIO
01 January 2021 → 31 December 2025
Modelling and simulation with applications in finance, insurance and economics
Funding: Research Foundation - Flanders (FWO)
01 January 2023 → 31 December 2026
Numerical analysis and simulation of exotic energy derivatives
Funding: Research Foundation - Flanders (FWO)
01 March 2014 → 31 December 2017
Pricing and Hedging of Multi-Asset Derivatives under a Multi-Factor Lévy Model
Fellow: Xianming Sun
Funding: Regional and community funding: Special Research Fund
22 September 2014 → 31 May 2015
Scientific Assignment Michèle Vanmaele
Funding: Research Foundation - Flanders (FWO)
01 January 2024 → 31 December 2025
Stochastic and numerical modeling in finance and insurance
Funding: Regional and community funding: Special Research Fund
01 January 2016 → 31 December 2020
Stochastic modeling with applications in financial markets
Funding: Research Foundation - Flanders (FWO)
01 January 2011 → 31 December 2015
Stochastic modelling with applications in financial markets
Funding: Research Foundation - Flanders (FWO)