Yann d'Halluin, Ph.D.
Affiliations: | 2004 | University of Waterloo, Waterloo, ON, Canada |
Area:
Mathematics, Electronics and Electrical EngineeringGoogle:
"Yann d'Halluin"Parents
Sign in to add mentor| Peter Forsyth | grad student | 2004 | University of Waterloo | |
| (Numerical methods for real options in telecommunications.) | ||||
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Publications
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| d'Halluin Y, Forsyth PA, Vetzal KR. (2007) Wireless network capacity management: A real options approach European Journal of Operational Research. 176: 584-609 |
| D'Halluin Y, Forsyth PA, Labahn G. (2005) A semi-lagrangian approach for American Asian options under jump diffusion Siam Journal On Scientific Computing. 27: 315-345 |
| D'Halluin Y, Forsyth PA, Vetzal KR. (2005) Robust numerical methods for contingent claims under jump diffusion processes Ima Journal of Numerical Analysis. 25: 87-112 |
| D'Halluin Y, Forsyth PA, Labahn G. (2004) A penalty method for American options with jump diffusion processes Numerische Mathematik. 97: 321-352 |
| D'Halluin Y, Forsyth PA, Vetzal KR. (2002) Managing capacity for telecommunications networks under uncertainty Ieee/Acm Transactions On Networking. 10: 579-588 |
| D'Halluin Y, Forsyth PA, Vetzal KR, et al. (2001) A numerical PDE approach for pricing callable bonds Applied Mathematical Finance. 8: 49-77 |
| d'Halluin Y, Forsyth PA, Vetzal KR, et al. (2000) Numerical methods for pricing callable bonds Ieee/Iafe Conference On Computational Intelligence For Financial Engineering, Proceedings (Cifer). 78-81 |