Michèle Vanmaele

945 total citations
55 papers, 561 citations indexed

About

Michèle Vanmaele is a scholar working on Finance, Management Science and Operations Research and Demography. According to data from OpenAlex, Michèle Vanmaele has authored 55 papers receiving a total of 561 indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 14 papers in Management Science and Operations Research and 14 papers in Demography. Recurrent topics in Michèle Vanmaele's work include Stochastic processes and financial applications (34 papers), Insurance, Mortality, Demography, Risk Management (14 papers) and Financial Risk and Volatility Modeling (14 papers). Michèle Vanmaele is often cited by papers focused on Stochastic processes and financial applications (34 papers), Insurance, Mortality, Demography, Risk Management (14 papers) and Financial Risk and Volatility Modeling (14 papers). Michèle Vanmaele collaborates with scholars based in Belgium, United States and United Kingdom. Michèle Vanmaele's co-authors include Griselda Deelstra, Alexander Ženíšek, Jan Dhaene, Reza Mollapourasl, Xianmei Chen, Ibrahima Diallo, Marc Goovaerts, Roger Van Keer, Daniël Linders and Jan Annaert and has published in prestigious journals such as European Journal of Operational Research, Mathematics of Computation and SIAM Journal on Numerical Analysis.

In The Last Decade

Michèle Vanmaele

53 papers receiving 524 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Michèle Vanmaele Belgium 14 347 132 121 112 106 55 561
R. Zvan Canada 8 593 1.7× 100 0.8× 112 0.9× 70 0.6× 11 0.1× 8 668
Andrea Pascucci Italy 18 671 1.9× 36 0.3× 138 1.1× 127 1.1× 10 0.1× 88 1.0k
Lishang Jiang China 14 347 1.0× 46 0.3× 139 1.1× 41 0.4× 16 0.2× 41 570
Stanley Kogelman United States 10 175 0.5× 66 0.5× 138 1.1× 56 0.5× 11 0.1× 32 482
Lixin Wu Hong Kong 10 237 0.7× 90 0.7× 69 0.6× 36 0.3× 8 0.1× 29 414
Ekaterina Voltchkova France 5 355 1.0× 42 0.3× 67 0.6× 54 0.5× 6 0.1× 6 429
Graziella Pacelli Italy 10 178 0.5× 56 0.4× 48 0.4× 11 0.1× 55 0.5× 43 355
Désiré Yannick Tangman Mauritius 12 297 0.9× 66 0.5× 24 0.2× 32 0.3× 14 0.1× 29 378
Domingo Tavella United States 10 331 1.0× 234 1.8× 67 0.6× 53 0.5× 5 0.0× 41 600
Liming Feng United States 9 407 1.2× 35 0.3× 73 0.6× 67 0.6× 3 0.0× 22 458

Countries citing papers authored by Michèle Vanmaele

Since Specialization
Citations

This map shows the geographic impact of Michèle Vanmaele's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michèle Vanmaele with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michèle Vanmaele more than expected).

Fields of papers citing papers by Michèle Vanmaele

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michèle Vanmaele. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michèle Vanmaele. The network helps show where Michèle Vanmaele may publish in the future.

Co-authorship network of co-authors of Michèle Vanmaele

This figure shows the co-authorship network connecting the top 25 collaborators of Michèle Vanmaele. A scholar is included among the top collaborators of Michèle Vanmaele based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Michèle Vanmaele. Michèle Vanmaele is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Sun, Xianming, et al.. (2016). Model risk and discretisation of locally risk-minimising strategies. Journal of Computational and Applied Mathematics. 311. 38–53. 1 indexed citations
2.
Vanmaele, Michèle, et al.. (2015). Robustness of quadratic hedging strategies in finance via Fourier transforms. Journal of Computational and Applied Mathematics. 296. 56–88. 2 indexed citations
3.
Vanmaele, Michèle, et al.. (2015). Discretisation of FBSDEs driven by càdlàg martingales. Journal of Mathematical Analysis and Applications. 435(1). 508–531. 7 indexed citations
4.
Chen, Xinliang, Griselda Deelstra, Jan Dhaene, Daniël Linders, & Michèle Vanmaele. (2014). On an optimization problem related to static super-replicating strategies. Journal of Computational and Applied Mathematics. 278. 213–230. 11 indexed citations
5.
Choulli, Tahir, et al.. (2010). The Föllmer–Schweizer decomposition: Comparison and description. Stochastic Processes and their Applications. 120(6). 853–872. 15 indexed citations
6.
Deelstra, Griselda, et al.. (2009). Pricing and hedging Asian basket spread options. Journal of Computational and Applied Mathematics. 233(11). 2814–2830. 16 indexed citations
7.
Deelstra, Griselda, Ibrahima Diallo, & Michèle Vanmaele. (2009). Moment matching approximation of Asian basket option prices. Journal of Computational and Applied Mathematics. 234(4). 1006–1016. 11 indexed citations
8.
Vanmaele, Michèle, et al.. (2008). Overview: (locally) risk-minimizing hedging strategies. Ghent University Academic Bibliography (Ghent University). 2 indexed citations
9.
Vanmaele, Michèle, et al.. (2008). Explicit portfolio for unit-linked life insurance contracts with surrender option. Journal of Computational and Applied Mathematics. 233(1). 16–26. 3 indexed citations
10.
Borzı̀, Alfio, et al.. (2007). A Full Multi-Grid Method For The Solution Of The Cell Vertex Finite Volume Cauchy-Riemann Equations. Ghent University Academic Bibliography (Ghent University).
11.
Annaert, Jan, et al.. (2006). Minimization of the (conditional) Value-at-Risk for a coupon bearing bond using a bond put option. Ghent University Academic Bibliography (Ghent University). 1 indexed citations
12.
Deelstra, Griselda, et al.. (2006). Static super-replicating strategies for exotic options. Insurance Mathematics and Economics. 39(3). 417–418. 2 indexed citations
13.
Deelstra, Griselda, Ibrahima Diallo, & Michèle Vanmaele. (2006). Bounds for Asian basket options. Journal of Computational and Applied Mathematics. 218(2). 215–228. 28 indexed citations
14.
Vanmaele, Michèle, et al.. (2003). A sensitivity analysis for the pricing of call options in a binary tree model. Ghent University Academic Bibliography (Ghent University). 18. 467–481. 1 indexed citations
15.
Deelstra, Griselda, et al.. (2003). Pricing of arithmetic basket and Asian basket options by conditioning. Insurance Mathematics and Economics. 33(2). 439–439. 1 indexed citations
16.
Vanmaele, Michèle, et al.. (2002). Bounds for the price of discretely sampled arithmetic Asian options. Ghent University Academic Bibliography (Ghent University). 8 indexed citations
17.
Vanmaele, Michèle & Roger Van Keer. (1995). An operator method for a numerical quadrature finite element approximation for a class of second-order elliptic eigenvalue problems in composite structures. ESAIM Mathematical Modelling and Numerical Analysis. 29(3). 339–365. 13 indexed citations
18.
Vanmaele, Michèle & Alexander Ženíšek. (1994). External finite-element approximations of eigenfunctions in the case of multiple eigenvalues. Journal of Computational and Applied Mathematics. 50(1-3). 51–66. 13 indexed citations
19.
Vanmaele, Michèle. (1993). A numerical quadrature finite element method for the 2nd-order eigenvalue problems with Dirichlet-Robin boundary conditions. Ghent University Academic Bibliography (Ghent University). 2 indexed citations
20.
Vanmaele, Michèle, et al.. (1992). Some results in lumped mass finite-element approximation of eigenvalue problems using numerical quadrature formulas. Journal of Computational and Applied Mathematics. 43(3). 291–311. 17 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by R. Zvan Breakdown of academic impact, for papers by Andrea Pascucci Breakdown of academic impact, for papers by Lishang Jiang Breakdown of academic impact, for papers by Stanley Kogelman Breakdown of academic impact, for papers by Lixin Wu Breakdown of academic impact, for papers by Ekaterina Voltchkova Breakdown of academic impact, for papers by Graziella Pacelli Breakdown of academic impact, for papers by Désiré Yannick Tangman Breakdown of academic impact, for papers by Domingo Tavella Breakdown of academic impact, for papers by Liming Feng
Rankless by CCL
2026