Yann d'Halluin

Publication Activity (10 Years)

Years Active: 2000-2007
Publications (10 Years): 0

Publications

Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal
Wireless network capacity management: A real options approach. Eur. J. Oper. Res. 176 (1) (2007)
Yann d'Halluin, Peter A. Forsyth, George Labahn
A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion. SIAM J. Sci. Comput. 27 (1) (2005)
Yann d'Halluin, Peter A. Forsyth, George Labahn
A penalty method for American options with jump diffusion processes. Numerische Mathematik 97 (2) (2004)
Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal
Managing capacity for telecommunications networks under uncertainty. IEEE/ACM Trans. Netw. 10 (4) (2002)
Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal, George Labahn
Numerical methods for pricing callable bonds. CIFEr (2000)