2006 | ||
---|---|---|
2 | 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) |
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 |
1 | Griselda Deelstra | [2] |
2 | Jan Dhaene | [2] |
3 | Huguette Reynaerts | [1] [2] |