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Huguette Reynaerts

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2000 – 2009

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2008
[j4]
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Silvia Muzzioli, Huguette Reynaerts:
American option pricing with imprecise risk-neutral probabilities. Int. J. Approx. Reason. 49(1): 140-147 (2008)
2007
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Silvia Muzzioli, Huguette Reynaerts:
The solution of fuzzy linear systems by non-linear programming: a financial application. Eur. J. Oper. Res. 177(2): 1218-1231 (2007)
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Silvia Muzzioli, Huguette Reynaerts:
Option Pricing in the Presence of Uncertainty. Perception-based Data Mining and Decision Making in Economics and Finance 2007: 275-301
2006
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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): 322-332 (2006)
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Silvia Muzzioli, Huguette Reynaerts:
Fuzzy linear systems of the form A₁x+b₁=A₂x+b₂. Fuzzy Sets Syst. 157(7): 939-951 (2006)
2003
[c1]
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Huguette Reynaerts, Michèle Vanmaele:
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model. ISIPTA 2003: 465-479

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