The following pages link to Y. d'Halluin (Q1889908):
Displayed 5 items.
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- Wireless network capacity management: a real options approach (Q2432936) (← links)
- A numerical PDE approach for pricing callable bonds (Q4541601) (← links)
- Robust numerical methods for contingent claims under jump diffusion processes (Q4659906) (← links)
- A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion (Q5693199) (← links)