On a variational approximation method for a class of elliptic Eigenvalue problems in composite structures. - Michèle Vanmaele; Roger Van Keer (Math. Comput., 1996)

Multilevel Solution of Cell Vertex Cauchy-Riemann Equations. - Alfio Borzì; K. W. Morton; Endre Süli; Michèle Vanmaele (SIAM J. Sci. Comput., 1997)

A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model. - Huguette Reynaerts; Michèle Vanmaele (ISIPTA, 2003)

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)

Explicit portfolio for unit-linked life insurance contracts with surrender option. - Nele Vandaele; Michèle Vanmaele (J. Comput. Appl. Math., 2009)

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)

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)

Robustness of quadratic hedging strategies in finance via Fourier transforms. - Catherine Daveloose; Asma Khedher; Michèle Vanmaele (J. Comput. Appl. Math., 2016)

Model risk and discretisation of locally risk-minimising strategies. - Xianming Sun; Thorsten Schulz; Asma Khedher; Michèle Vanmaele (J. Comput. Appl. Math., 2017)

An RBF-FD method for pricing American options under jump-diffusion models. - Majid Haghi; Reza Mollapourasl; Michèle Vanmaele (Comput. Math. Appl., 2018)