Catherine Daveloose

Essays on pricing and hedging in markets with imperfections

Catherine Daveloose, 2016 .

Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting

Catherine Daveloose, A. Khedher, M. Vanmaele, 2019, Stochastic Analysis and Applications.

Mortality/Longevity Risk-Minimization with or without Securitization

Catherine Daveloose, Tahir Choulli, M. Vanmaele, 2018, Mathematics.

Robustness of quadratic hedging strategies in finance via Fourier transforms

Michèle Vanmaele, Asma Khedher, Catherine Daveloose, 2016, J. Comput. Appl. Math..

Quantification of model risk in quadratic hedging in finance

Catherine Daveloose, A. Khedher, M. Vanmaele, 2016 .

Titel : Quantification of model risk in quadratic hedging in finance

Catherine Daveloose, A. Khedher, 2015 .

Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting

Catherine Daveloose, A. Khedher, M. Vanmaele, 2019, Stochastic Analysis and Applications.

A martingale representation theorem and valuation of defaultable securities

Catherine Daveloose, Tahir Choulli, M. Vanmaele, 2015, Mathematical Finance.