Yann d'Halluin

According to our database, Yann d'Halluin authored at least 5 papers between 2000 and 2007.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2007

Wireless network capacity management: A real options approach.

Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal

Eur. J. Oper. Res., 2007

2005

A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion.

Yann d'Halluin, Peter A. Forsyth, George Labahn

SIAM J. Sci. Comput., 2005

2004

A penalty method for American options with jump diffusion processes.

Yann d'Halluin, Peter A. Forsyth, George Labahn

Numerische Mathematik, 2004

2002

Managing capacity for telecommunications networks under uncertainty.

Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal

IEEE/ACM Trans. Netw., 2002

2000

Numerical methods for pricing callable bonds.

Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal, George Labahn

Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000