Edit Profile (opens in new tab) Vandaele, Nele Co-Author Distance Author ID: vandaele.nele Published as: Vandaele, Nele; Vandaele, N. Documents Indexed: 4 Publications since 2008 Co-Authors: 2 Co-Authors with 4 Joint Publications 49 Co-Co-Authors Co-Authors 0 single-authored 4 Vanmaele, Michèle 1 Choulli, Tahir Serials 1 Journal of Computational and Applied Mathematics 1 Insurance Mathematics & Economics 1 Stochastic Processes and their Applications 1 Quantitative Finance Fields 3 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4 Publications have been cited 43 times in 35 Documents Cited by ▼ Year ▼ A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market. Zbl 1141.91549 Vandaele, Nele; Vanmaele, Michèle 24 2008 The Föllmer-Schweizer decomposition: comparison and description. Zbl 1196.60077 Choulli, Tahir; Vandaele, Nele; Vanmaele, Michèle 17 2010 Hedging strategies for energy derivatives. Zbl 1402.91797 Leoni, P.; Vandaele, N.; Vanmaele, M. 1 2014 Explicit portfolio for unit-linked life insurance contracts with surrender option. Zbl 1179.91111 Vandaele, Nele; Vanmaele, Michèle 1 2009 Hedging strategies for energy derivatives. Zbl 1402.91797 Leoni, P.; Vandaele, N.; Vanmaele, M. 1 2014 The Föllmer-Schweizer decomposition: comparison and description. Zbl 1196.60077 Choulli, Tahir; Vandaele, Nele; Vanmaele, Michèle 17 2010 Explicit portfolio for unit-linked life insurance contracts with surrender option. Zbl 1179.91111 Vandaele, Nele; Vanmaele, Michèle 1 2009 A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market. Zbl 1141.91549 Vandaele, Nele; Vanmaele, Michèle 24 2008 all cited Publications top 5 cited Publications all top 5 Cited by 49 Authors 7 Wang, Wei 6 Ceci, Claudia 6 Qian, Linyi 5 Colaneri, Katia 5 Vanmaele, Michèle 4 Cretarola, Alessandra 4 Su, Xiaonan 3 Vandaele, Nele 3 Wang, Wensheng 2 Berkaoui, Abdelkarem 2 Choulli, Tahir 2 Khedher, Asma 2 Okhrati, Ramin 2 Wang, Rongming 2 Xing, Yu 1 Bai, Manying 1 Balbás, Alejandro 1 Bi, Junna 1 Bo, Lijun 1 Bosserhoff, Frank 1 Czichowsky, Christoph 1 Daveloose, Catherine 1 Delong, Łukasz 1 Deng, Jun 1 Di Nunno, Giulia 1 Frey, Rüdiger 1 Guo, Junyi 1 Han, Miao 1 Hao, Junzhang 1 Hwang, Kyo-Shin 1 Jakubowski, Jacek 1 Jin, Zhuo 1 Köck, Verena 1 Menoukeu Pamen, Olivier 1 Momeya, Romuald Hervé 1 Mostovyi, Oleksii 1 Niewȩgłowski, Mariusz Andrzej 1 Pansera, Jérôme 1 Shen, Yang 1 Sîrbu, Mihai 1 Stadje, Mitja 1 Wang, Ning 1 Wang, Shuai 1 Wang, Zhijie 1 Yang, Hailiang 1 Yang, Zhixin 1 Zhang, Zhengjun 1 Zheng, Haitao 1 Zhou, Liuwei all top 5 Cited in 23 Serials 6 Insurance Mathematics & Economics 3 Communications in Statistics. Theory and Methods 2 Applied Mathematics and Optimization 2 Journal of Computational and Applied Mathematics 2 Statistics & Probability Letters 2 Stochastic Processes and their Applications 2 Finance and Stochastics 1 Journal of Mathematical Analysis and Applications 1 Theory of Probability and its Applications 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Applied Mathematical Finance 1 Abstract and Applied Analysis 1 Discrete Dynamics in Nature and Society 1 International Journal of Theoretical and Applied Finance 1 Probability in the Engineering and Informational Sciences 1 Applied Stochastic Models in Business and Industry 1 Quantitative Finance 1 Journal of Industrial and Management Optimization 1 Stochastics 1 Frontiers of Mathematics in China 1 SIAM Journal on Financial Mathematics 1 Portugaliae Mathematica all top 5 Cited in 8 Fields 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Probability theory and stochastic processes (60-XX) 4 Systems theory; control (93-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 2 Statistics (62-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) Citations by Year