A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model. - Huguette Reynaerts; Michèle Vanmaele (ISIPTA, 2003)

Bounds for the price of a European-style Asian option in a binary tree model. - Huguette Reynaerts; Michèle Vanmaele; Jan Dhaene; Griselda Deelstra (Eur. J. Oper. Res., 2006)

Fuzzy linear systems of the form A1x+b1=A2x+b2. - Silvia Muzzioli; Huguette Reynaerts (Fuzzy Sets Syst., 2006)

The solution of fuzzy linear systems by non-linear programming: a financial application. - Silvia Muzzioli; Huguette Reynaerts (Eur. J. Oper. Res., 2007)

Option Pricing in the Presence of Uncertainty. - Silvia Muzzioli; Huguette Reynaerts (Perception-based Data Mining and Decision Making in Economics and Finance, 2007)

American option pricing with imprecise risk-neutral probabilities. - Silvia Muzzioli; Huguette Reynaerts (Int. J. Approx. Reason., 2008)