ProfessorsProfessors of Universiteit GentVanmaele Michèle

Vanmaele Michèle

Universiteit Gent

H-index: 21

Europe-Belgium

About Vanmaele Michèle

Vanmaele Michèle, With an exceptional h-index of 21 and a recent h-index of 10 (since 2020), a distinguished researcher at Universiteit Gent, specializes in the field of Financial Mathematics, Stochastic Modelling, Computational Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Mortality/longevity Risk-Minimization with or without securitization

Special issue'Stochastic modelling with applications in finance and insurance'

A martingale representation theorem and valuation of defaultable securities

Pricing of commodity derivatives on processes with memory

Vanmaele Michèle Information

University	Universiteit Gent
Position	Department of Applied Mathematics Computer Science and Statistics
Citations(all)	1401
Citations(since 2020)	307
Cited By	1439
hIndex(all)	21
hIndex(since 2020)	10
i10Index(all)	37
i10Index(since 2020)	10
Email	Access Email
University Profile Page	Universiteit Gent
Google Scholar	View Google Scholar Profile

Vanmaele Michèle Skills & Research Interests

Financial Mathematics

Stochastic Modelling

Computational Finance

Top articles of Vanmaele Michèle

Title	Journal	Author(s)	Publication Date
Mortality/longevity Risk-Minimization with or without securitization	Mathematics	Tahir Choulli Catherine Daveloose Michèle Vanmaele	2021/7/10
Special issue'Stochastic modelling with applications in finance and insurance'	MATHEMATICS (BASEL)	Jan Dhaene Michèle Vanmaele	2021
A martingale representation theorem and valuation of defaultable securities	Mathematical finance	Tahir Choulli Catherine Daveloose Michèle Vanmaele	2020/10
Pricing of commodity derivatives on processes with memory	Risks	Fred Espen Benth Asma Khedher Michèle Vanmaele	2020/1/21