Concepedia

Huguette Reynaerts

HR

Statistics

Publications

5

Citations

219

H-Index

5

Active since

2004

Affiliations

Ghent University(Current)

University of Modena and Reggio Emilia

Huguette Reynaerts is an author at Ghent University specializing in asset pricing, engineering, and option pricing.

Top concepts

BusinessEngineeringFuzzy LogicAsset PricingFuzzy SystemsOption PricingFinanceEconomic AnalysisOperations ResearchFinancial Engineering

Publications per year

2004–2008

5

Publications

5

Fuzzy linear systems of the form

Silvia Muzzioli, Huguette Reynaerts · Fuzzy Sets and Systems · 2005 · 102 citations · Full text

Fuzzy Logic, Fuzzy Systems, Engineering +4

American option pricing with imprecise risk-neutral probabilities

Silvia Muzzioli, Huguette Reynaerts · International Journal of Approximate Reasoning · 2007 · 45 citations · Full text

Option Pricing, Asset Pricing, American Option Pricing +4

The solution of fuzzy linear systems by non-linear programming: a financial application

Silvia Muzzioli, Huguette Reynaerts · European Journal of Operational Research · 2006 · 39 citations · Full text

Mathematical Programming, Fuzzy Logic, Fuzzy Systems +12

Bounds for the price of a European-style Asian option in a binary tree model

Huguette Reynaerts, Michèle Vanmaele, Jan Dhaene et al. · European Journal of Operational Research · 2004 · 23 citations

Option Pricing, Asset Pricing, European-style Asian Option +3

Actuarial and Financial Mathematics Conference: Interplay between Finance and Insurance

Michèle Vanmaele, Griselda Deelstra, Ann De Schepper et al. · Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles) · 2008 · 10 citations

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