List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Wireless network capacity management: a real options approach European Journal of Operational Research | 2006-10-25 | Paper |
| A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion SIAM Journal on Scientific Computing | 2005-09-22 | Paper |
| Robust numerical methods for contingent claims under jump diffusion processes IMA Journal of Numerical Analysis | 2005-03-21 | Paper |
| A penalty method for American options with jump diffusion processes Numerische Mathematik | 2004-12-13 | Paper |
| A numerical PDE approach for pricing callable bonds Applied Mathematical Finance | 2002-09-05 | Paper |
Research outcomes over time
This page was built for person: Y. d'Halluin
