Research Explorer

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Researcher

Nele Vandaele

Awards & Distinctions

7 Results

2015

Hedging strategies for energy derivatives

Peter LeoniNele VandaeleMichèle Vanmaele

Bookchapter in Commodoties

2014

Hedging strategies for energy derivatives

Peter LeoniNele VandaeleMichèle Vanmaele

A1 Journal Article in QUANTITATIVE FINANCE

2010

Quadratic hedging in finance and insurance

Nele VandaeleMichèle Vanmaele

The Föllmer-Schweizer decomposition : comparison and description

Tahir ChoulliNele VandaeleMichèle Vanmaele

A1 Journal Article in STOCHASTIC PROCESSES AND THEIR APPLICATIONS

2009

Explicit portfolio for unit-linked life insurance contracts with surrender option

Nele VandaeleMichèle Vanmaele

A1 Journal Article in JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

2008

A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Levy process financial market

Nele VandaeleMichèle Vanmaele

A1 Journal Article in INSURANCE MATHEMATICS & ECONOMICS

Overview: (locally) risk-minimizing hedging strategies

Nele VandaeleMichèle Vanmaele