Huguette Reynaerts

Publication Activity (10 Years)

Years Active: 2003-2008
Publications (10 Years): 0

Publications

Silvia Muzzioli, Huguette Reynaerts
American option pricing with imprecise risk-neutral probabilities. Int. J. Approx. Reason. 49 (1) (2008)
Silvia Muzzioli, Huguette Reynaerts
The solution of fuzzy linear systems by non-linear programming: a financial application. Eur. J. Oper. Res. 177 (2) (2007)
Silvia Muzzioli, Huguette Reynaerts
. Fuzzy Sets Syst. 157 (7) (2006)
Huguette Reynaerts, Michèle Vanmaele, Jan Dhaene, Griselda Deelstra
Bounds for the price of a European-style Asian option in a binary tree model. Eur. J. Oper. Res. 168 (2) (2006)
Huguette Reynaerts, Michèle Vanmaele
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model. ISIPTA (2003)