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Project

Modelling and simulation with applications in finance, insurance and economics

Information

Project Team

Organisations

Outputs and Outcomes

Publications

A news monitoring system to detect relevant news for the anti-money laundering supervision of financial institutions

Kris BoudtOlivier DelmarcellePascal Ringoot

A2 Journal Article in RISK SCIENCES

2025

Utility maximization and change of variable formulas for time-changed dynamics

Giulia Di NunnoHannes HaferkornAsma KhedherMichèle Vanmaele

A1 Journal Article in STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES

2025