Search Results - person:"d'Halluin, Y."

Wireless network capacity management: A real options approach

d'Halluin, Y.; Forsyth, P.A.; Vetzal, K.R. - In: European Journal of Operational Research 176 (2007) 1, pp. 584-609

Persistent link: https://www.econbiz.de/10005151535

A numerical PDE approach for pricing callable bonds

D'Halluin, Y.; Forsyth, P. A.; Vetzal, K. R.; Labahn, G. - In: Applied Mathematical Finance 8 (2001) 1, pp. 49-77

Many debt issues contain an embedded call option that allows the issuer to redeem the bond at specified dates for a specified price. The issuer is typically required to provide advance notice of a decision to exercise this call option. The valuation of these contracts is an interesting numerical...

Persistent link: https://www.econbiz.de/10005495367

A numerical PDE approach for pricing callable bonds

D'Halluin, Y. (contributor) - In: Applied mathematical finance 8 (2001) 1, pp. 49-77

Persistent link: https://www.econbiz.de/10001625721

A numerical PDE approach for pricing callable bonds

D'Halluin, Y.; Forsyth, P.A.; Vetzal, K.R.; Labahn, G. - In: Applied mathematical finance 8 (2001) 1, pp. 49

Persistent link: https://www.econbiz.de/10008216765