Research Explorer

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Project

FWO sabbatical bench fee professor Vanmaele

Outputs & Impact

Publications & research data ( 2 )

The second-order Esscher martingale densities for continuous-time market models

Tahir ChoulliElla ElazkanyMichèle Vanmaele

A2 Journal Article in FRONTIERS OF MATHEMATICAL FINANCE

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

Activities ( 0 )

Results

Impact narratives ( 0 )

Patents ( 0 )