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A sensitivity analysis for the pricing of call options in a binary tree model

Huguette Reynaerts (UGent) and Michèle Vanmaele (UGent)
(2003) ISIPTA '03 : proceedings of the third international symposium on imprecise probabilities and their applications. In Proceedings in Informatics 18. p.467-481
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Citation

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MLA
Reynaerts, Huguette, and Michèle Vanmaele. “A Sensitivity Analysis for the Pricing of Call Options in a Binary Tree Model.” ISIPTA ’03 : Proceedings of the Third International Symposium on Imprecise Probabilities and Their Applications, edited by Jean-Marc Bernard et al., vol. 18, Carleton Scientific, 2003, pp. 467–81.
APA
Reynaerts, H., & Vanmaele, M. (2003). A sensitivity analysis for the pricing of call options in a binary tree model. In J.-M. Bernard, T. Seidenfeld, & M. Zaffalon (Eds.), ISIPTA ’03 : proceedings of the third international symposium on imprecise probabilities and their applications (Vol. 18, pp. 467–481). Carleton Scientific.
Chicago author-date
Reynaerts, Huguette, and Michèle Vanmaele. 2003. “A Sensitivity Analysis for the Pricing of Call Options in a Binary Tree Model.” In ISIPTA ’03 : Proceedings of the Third International Symposium on Imprecise Probabilities and Their Applications, edited by Jean-Marc Bernard, Teddy Seidenfeld, and Marco Zaffalon, 18:467–81. Carleton Scientific.
Chicago author-date (all authors)
Reynaerts, Huguette, and Michèle Vanmaele. 2003. “A Sensitivity Analysis for the Pricing of Call Options in a Binary Tree Model.” In ISIPTA ’03 : Proceedings of the Third International Symposium on Imprecise Probabilities and Their Applications, ed by. Jean-Marc Bernard, Teddy Seidenfeld, and Marco Zaffalon, 18:467–481. Carleton Scientific.
Vancouver
1.
Reynaerts H, Vanmaele M. A sensitivity analysis for the pricing of call options in a binary tree model. In: Bernard J-M, Seidenfeld T, Zaffalon M, editors. ISIPTA ’03 : proceedings of the third international symposium on imprecise probabilities and their applications. Carleton Scientific; 2003. p. 467–81.
IEEE
[1]
H. Reynaerts and M. Vanmaele, “A sensitivity analysis for the pricing of call options in a binary tree model,” in ISIPTA ’03 : proceedings of the third international symposium on imprecise probabilities and their applications, Lugano, Switzerland, 2003, vol. 18, pp. 467–481.
@inproceedings{295842,
  author       = {{Reynaerts, Huguette and Vanmaele, Michèle}},
  booktitle    = {{ISIPTA '03 : proceedings of the third international symposium on imprecise probabilities and their applications}},
  editor       = {{Bernard, Jean-Marc and Seidenfeld, Teddy and Zaffalon, Marco}},
  isbn         = {{9781894145176}},
  language     = {{eng}},
  location     = {{Lugano, Switzerland}},
  pages        = {{467--481}},
  publisher    = {{Carleton Scientific}},
  title        = {{A sensitivity analysis for the pricing of call options in a binary tree model}},
  volume       = {{18}},
  year         = {{2003}},
}