Concepedia

Y. d’Halluin

YD

Statistics

Publications

6

Citations

707

H-Index

6

Active since

2001

Affiliations

University of Waterloo(Current)

Y. d’Halluin is an author at University of Waterloo specializing in finance, business, and financial economics.

Publications per year

2001–2005

6

Publications

6

Robust numerical methods for contingent claims under jump diffusion processes

Y. d’Halluin · IMA Journal of Numerical Analysis · 2004 · 262 citations

, , +17

A penalty method for American options with jump diffusion processes

Y. d’Halluin, Peter Forsyth, George Labahn · Numerische Mathematik · 2004 · 204 citations

, , +14

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

Y. d’Halluin, Peter Forsyth, George Labahn · SIAM Journal on Scientific Computing · 2005 · 101 citations

, , +17

Managing capacity for telecommunications networks under uncertainty

Y. d’Halluin, Peter Forsyth, K.R. Vetzal · IEEE/ACM Transactions on Networking · 2002 · 67 citations

, , +17

A numerical PDE approach for pricing callable bonds

Y. d’Halluin, Peter Forsyth, K.R. Vetzal et al. · Applied Mathematical Finance · 2001 · 44 citations · Full text

, , +16

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