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Researcher
Catherine Daveloose
- Disciplines:Applied mathematics in specific fields, Statistics and numerical methods
Affiliations
- Department of Applied Mathematics, Computer Science and Statistics (Department)
Member
From20 Dec 2011 → 25 Sep 2016
Projects
1 - 1 of 1
- Hedging strategies and Lévy interest rate modelingFrom1 Oct 2011 → 30 Jun 2016Funding: IWT personal funding - specialisation scholarships
Publications
1 - 6 of 6
- Mortality/longevity risk-minimization with or without securitization(2021)
Authors: Tahir Choulli, Catherine Daveloose, Michèle Vanmaele
- A martingale representation theorem and valuation of defaultable securities(2020)
Authors: Tahir Choulli, Catherine Daveloose, Michèle Vanmaele
Pages: 1527 - 1564 - Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting(2019)
Authors: Catherine Daveloose, Asma Khedher, Michèle Vanmaele
Pages: 281 - 319 - Robustness of quadratic hedging strategies in finance via Fourier transforms(2016)
Authors: Catherine Daveloose, Asma Khedher, Michèle Vanmaele
Pages: 56 - 88 - Essays on pricing and hedging in markets with imperfections(2016)
Authors: Catherine Daveloose
- Quantification of model risk in quadratic hedging in finance(2016)Series: Springer Proceedings in Mathematics and Statistics
Authors: Catherine Daveloose, Asma Khedher, Michèle Vanmaele, Fred Espen Benth, Giulia Di Nunno
Pages: 211 - 241