Y. d'Halluin
From MaRDI portal
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
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