Bounds for the price of a European-style Asian option in a binary tree model. - Huguette Reynaerts; Michèle Vanmaele; Jan Dhaene; Griselda Deelstra (Eur. J. Oper. Res., 2006)

Moment matching approximation of Asian basket option prices. - Griselda Deelstra; Ibrahima Diallo; Michèle Vanmaele (J. Comput. Appl. Math., 2010)

Pricing and hedging Asian basket spread options. - Griselda Deelstra; Alexandre Petkovic; Michèle Vanmaele (J. Comput. Appl. Math., 2010)

Default probabilities of a holding company, with complete and partial information. - Donatien Hainaut; Griselda Deelstra (J. Comput. Appl. Math., 2014)

On an optimization problem related to static super-replicating strategies. - Xinliang Chen; Griselda Deelstra; Jan Dhaene; Daniël Linders; Michèle Vanmaele (J. Comput. Appl. Math., 2015)

Multivariate FX models with jumps: Triangles, Quantos and implied correlation. - Laura Ballotta; Griselda Deelstra; Grégory Rayée (Eur. J. Oper. Res., 2017)

Multivariate European option pricing in a Markov-modulated Lévy framework. - Griselda Deelstra; Matthieu Simon (J. Comput. Appl. Math., 2017)

On barrier option pricing by Erlangization in a regime-switching model with jumps. - Griselda Deelstra; Guy Latouche; Matthieu Simon (J. Comput. Appl. Math., 2020)

Randomization and the valuation of guaranteed minimum death benefits. - Griselda Deelstra; Peter Hieber (Eur. J. Oper. Res., 2023)

Accelerated computations of sensitivities for xVA. - Griselda Deelstra; Lech A. Grzelak; Felix L. Wolf (Int. J. Comput. Math., 2024)

Consistent asset modelling with random coefficients and switches between regimes. - Felix L. Wolf; Griselda Deelstra; Lech A. Grzelak (Math. Comput. Simul., 2024)