A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty

DOI10.1016/j.cam.2016.01.056zbMath1381.90027OpenAlexW2279757522MaRDI QIDQ507921

Carlos Vázquez, Beatriz Salvador, Iñigo Arregui

Publication date: 9 February 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.01.056

zbMATH Keywords

decision makingnumerical methodsreal options pricingtelecommunications networks planning

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Communication networks in operations research (90B18) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Consumer behavior, demand theory (91B42)

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Cites Work

• An upwind approach for an American and European option pricing model
• Numerical techniques for pricing callable bonds with notice
• Wireless network capacity management: a real options approach
• Far Field Boundary Conditions for Black--Scholes Equations
• Elementary Stochastic Calculus, with Finance in View
• Some mathematical results in the pricing of American options
• A numerical PDE approach for pricing callable bonds

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