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Yann d'Halluin

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Journal Articles

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2007
[j4]
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  - journals/eor/dHalluinFV07
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Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal:
Wireless network capacity management: A real options approach. Eur. J. Oper. Res. 176(1): 584-609 (2007)
2005
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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): 315-345 (2005)
2004
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Yann d'Halluin, Peter A. Forsyth, George Labahn:
A penalty method for American options with jump diffusion processes. Numerische Mathematik 97(2): 321-352 (2004)
2002
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Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal:
Managing capacity for telecommunications networks under uncertainty. IEEE/ACM Trans. Netw. 10(4): 579-587 (2002)

Conference and Workshop Papers

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2000
[c1]
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Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal, George Labahn:
Numerical methods for pricing callable bonds. CIFEr 2000: 78-81

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