| Pricing of arithmetic basket options by conditioning G Deelstra, J Liinev, M Vanmaele Insurance: Mathematics and Economics 34 (1), 55-77, 2004 | 123 | 2004 |
| Bounds for the price of discrete arithmetic Asian options M Vanmaele, G Deelstra, J Liinev, J Dhaene, MJ Goovaerts Journal of Computational and Applied Mathematics 185 (1), 51-90, 2006 | 100 | 2006 |
| The interpolation theorem for narrow quadrilateral isoparametric finite elements A Zeníšek, M Vanmaele Numerische Mathematik 72 (1), 123-141, 1995 | 97 | 1995 |
| Static super-replicating strategies for exotic options X Chen, G Deelstra, J Dhaene, M Vanmaele Insurance: Mathematics & Economics 39 (3), 417-418, 2006 | 94* | 2006 |
| An overview of comonotonicity and its applications in finance and insurance G Deelstra, J Dhaene, M Vanmaele Advanced mathematical methods for finance, 155-179, 2011 | 91 | 2011 |
| A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market N Vandaele, M Vanmaele Insurance: Mathematics and Economics 42 (3), 1128-1137, 2008 | 73 | 2008 |
| Bounds for Asian basket options G Deelstra, I Diallo, M Vanmaele Journal of Computational and Applied Mathematics 218 (2), 215-228, 2008 | 49 | 2008 |
| Some results in lumped mass finite-element approximation of eigenvalue problems using numerical quadrature formulas AB Andreev, VA Kascieva, M Vanmaele Journal of computational and applied mathematics 43 (3), 291-311, 1992 | 42 | 1992 |
| The Föllmer–Schweizer decomposition: Comparison and description T Choulli, N Vandaele, M Vanmaele Stochastic Processes and their Applications 120 (6), 853-872, 2010 | 41 | 2010 |
| Applicability of the Bramble-Hilbert lemma in interpolation problems of narrow quadrilateral isoparametric finite elements A Ženíšek, M Vanmaele Journal of computational and applied mathematics 63 (1-3), 109-122, 1995 | 36 | 1995 |
| Radial basis functions with partition of unity method for American options with stochastic volatility R Mollapourasl, A Fereshtian, M Vanmaele Computational Economics 53, 259-287, 2019 | 33 | 2019 |
| Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables M Vanmaele, G Deelstra, J Liinev Insurance: Mathematics and Economics 35 (2), 343-367, 2004 | 31 | 2004 |
| Moment matching approximation of Asian basket option prices G Deelstra, I Diallo, M Vanmaele Journal of computational and applied mathematics 234 (4), 1006-1016, 2010 | 29 | 2010 |
| External finite element approximations of eigenvalue problems M Vanmaele, A Ženišek ESAIM: Mathematical Modelling and Numerical Analysis 27 (5), 565-589, 1993 | 29 | 1993 |
| Pricing and hedging Asian basket spread options G Deelstra, A Petkovic, M Vanmaele Journal of computational and applied mathematics 233 (11), 2814-2830, 2010 | 27 | 2010 |
| Disposition bias and overconfidence in institutional trades J Annaert, D Heyman, M Vanmaele, S Van Osselaer Working Paper, 2008 | 27 | 2008 |
| Bounds for the price of a European-style Asian option in a binary tree model H Reynaerts, M Vanmaele, J Dhaene, G Deelstra European Journal of Operational Research 168 (2), 322-332, 2006 | 26 | 2006 |
| An RBF–FD method for pricing American options under jump–diffusion models M Haghi, R Mollapourasl, M Vanmaele Computers & Mathematics with Applications 76 (10), 2434-2459, 2018 | 25 | 2018 |
| A martingale representation theorem and valuation of defaultable securities T Choulli, C Daveloose, M Vanmaele Mathematical finance 30 (4), 1527-1564, 2020 | 24 | 2020 |
| The combined effect of numerical integration and approximation of the boundary in the finite element method for eigenvalue problems M Vanmaele, A Ženíšek Numerische Mathematik 71 (2), 253-273, 1995 | 23 | 1995 |
Griselda DeelstraUniversité libre de Bruxelles在 ulb.ac.be 的电子邮件经过验证
