| 2008 |
|---|
| 6 | EE | Silvia Muzzioli,
Huguette Reynaerts:
American option pricing with imprecise risk-neutral probabilities.
Int. J. Approx. Reasoning 49(1): 140-147 (2008) |
| 2007 |
|---|
| 5 | EE | 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 |
| 4 | EE | Silvia Muzzioli,
Huguette Reynaerts:
The solution of fuzzy linear systems by non-linear programming: a financial application.
European Journal of Operational Research 177(2): 1218-1231 (2007) |
| 2006 |
|---|
| 3 | EE | Huguette Reynaerts,
Michèle Vanmaele,
Jan Dhaene,
Griselda Deelstra:
Bounds for the price of a European-style Asian option in a binary tree model.
European Journal of Operational Research 168(2): 322-332 (2006) |
| 2 | EE | Silvia Muzzioli,
Huguette Reynaerts:
Fuzzy linear systems of the form A1x+b1=A2x+b2.
Fuzzy Sets and Systems 157(7): 939-951 (2006) |
| 2003 |
|---|
| 1 | EE | Huguette Reynaerts,
Michèle Vanmaele:
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model.
ISIPTA 2003: 465-479 |
