Y. d’Halluin

714 total citations
7 papers, 479 citations indexed

About

Y. d’Halluin is a scholar working on Finance, Numerical Analysis and Economics and Econometrics. According to data from OpenAlex, Y. d’Halluin has authored 7 papers receiving a total of 479 indexed citations (citations by other indexed papers that have themselves been cited), including 7 papers in Finance, 2 papers in Numerical Analysis and 2 papers in Economics and Econometrics. Recurrent topics in Y. d’Halluin's work include Stochastic processes and financial applications (7 papers), Credit Risk and Financial Regulations (2 papers) and Financial Risk and Volatility Modeling (2 papers). Y. d’Halluin is often cited by papers focused on Stochastic processes and financial applications (7 papers), Credit Risk and Financial Regulations (2 papers) and Financial Risk and Volatility Modeling (2 papers). Y. d’Halluin collaborates with scholars based in Canada and Russia. Y. d’Halluin's co-authors include Peter Forsyth, George Labahn and K.R. Vetzal and has published in prestigious journals such as European Journal of Operational Research, IEEE/ACM Transactions on Networking and SIAM Journal on Scientific Computing.

In The Last Decade

Y. d’Halluin

6 papers receiving 428 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Y. d’Halluin Canada	6	427	161	101	47	45	7	479
Ekaterina Voltchkova France	5	355 0.8×	127 0.8×	67 0.7×	42 0.9×	47 1.0×	6	429
Jesper Andreasen Australia	11	782 1.8×	91 0.6×	182 1.8×	37 0.8×	24 0.5×	20	818
R. H. Liu United States	9	250 0.6×	62 0.4×	67 0.7×	19 0.4×	19 0.4×	15	322
Michèle Vanmaele Belgium	14	347 0.8×	62 0.4×	121 1.2×	132 2.8×	85 1.9×	55	561
H. Windcliff Canada	10	336 0.8×	50 0.3×	142 1.4×	22 0.5×	14 0.3×	12	396
Liming Feng United States	9	407 1.0×	77 0.5×	73 0.7×	35 0.7×	35 0.8×	22	458
Ivar Massabó Italy	13	150 0.4×	45 0.3×	64 0.6×	12 0.3×	81 1.8×	42	392
Andrea Pascucci Italy	18	671 1.6×	81 0.5×	138 1.4×	36 0.8×	130 2.9×	88	1.0k
Alan Brace Australia	7	768 1.8×	34 0.2×	249 2.5×	21 0.4×	53 1.2×	13	895
Indranil SenGupta United States	14	233 0.5×	27 0.2×	141 1.4×	7 0.1×	34 0.8×	50	391

Countries citing papers authored by Y. d’Halluin

Since Specialization

Citations

This map shows the geographic impact of Y. d’Halluin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Y. d’Halluin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Y. d’Halluin more than expected).

Fields of papers citing papers by Y. d’Halluin

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Y. d’Halluin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Y. d’Halluin. The network helps show where Y. d’Halluin may publish in the future.

Co-authorship network of co-authors of Y. d’Halluin

This figure shows the co-authorship network connecting the top 25 collaborators of Y. d’Halluin. A scholar is included among the top collaborators of Y. d’Halluin based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Y. d’Halluin. Y. d’Halluin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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7 of 7 papers shown

1.

d’Halluin, Y., Peter Forsyth, & George Labahn. (2005). A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion. SIAM Journal on Scientific Computing. 27(1). 315–345. 60 indexed citations

2.

d’Halluin, Y., Peter Forsyth, & K.R. Vetzal. (2005). Wireless network capacity management: A real options approach. European Journal of Operational Research. 176(1). 584–609. 23 indexed citations

3.

d’Halluin, Y.. (2004). Robust numerical methods for contingent claims under jump diffusion processes. IMA Journal of Numerical Analysis. 25(1). 87–112. 176 indexed citations

4.

d’Halluin, Y., Peter Forsyth, & George Labahn. (2004). A penalty method for American options with jump diffusion processes. Numerische Mathematik. 97(2). 321–352. 146 indexed citations

5.

d’Halluin, Y., Peter Forsyth, K.R. Vetzal, & George Labahn. (2002). Numerical methods for pricing callable bonds. 1. 78–81. 1 indexed citations

6.

d’Halluin, Y., Peter Forsyth, & K.R. Vetzal. (2002). Managing capacity for telecommunications networks under uncertainty. IEEE/ACM Transactions on Networking. 10(4). 579–588. 48 indexed citations

7.

d’Halluin, Y., Peter Forsyth, K.R. Vetzal, & George Labahn. (2001). A numerical PDE approach for pricing callable bonds. Applied Mathematical Finance. 8(1). 49–77. 25 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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