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Dynamic Hedging Under Jump Diffusion with Transaction Costs.

, , and . Operations Research, 57 (3): 541-559 (2009)

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Managing capacity for telecommunications networks under uncertainty., , and . IEEE/ACM Trans. Netw., 10 (4): 579-587 (2002)Numerical methods for pricing callable bonds., , , and . CIFEr, page 78-81. IEEE, (2000)Wireless network capacity management: A real options approach., , and . European Journal of Operational Research, 176 (1): 584-609 (2007)Quadratic Convergence for Valuing American Options Using a Penalty Method., and . SIAM J. Scientific Computing, 23 (6): 2095-2122 (2002)Dynamic Hedging Under Jump Diffusion with Transaction Costs., , and . Operations Research, 57 (3): 541-559 (2009)Two Factor Option Pricing with Uncertain Volatility., , and . ICCSA (3), volume 2669 of Lecture Notes in Computer Science, page 158-167. Springer, (2003)