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ECONIS (ZBW)
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Discrete time modeling of mean-reverting stochastic processes for real option valuation
Hahn, Warren J.
;
Dyer, James S.
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 534-548
Persistent link: https://www.econbiz.de/10003768285
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2
Flexibility as a source of value in the production of alternative fuels : the ethanol case
Bastian-Pinto, Carlos de Lamare
;
Brandão, Luiz Eduardo …
- In:
Energy economics
31
(
2009
)
3
,
pp. 411-422
Persistent link: https://www.econbiz.de/10003851678
Saved in:
3
A discrete-time approach for valuing real options with underlying mean-reverting stochastic processes
Hahn, Warren J.
-
2005
Persistent link: https://www.econbiz.de/10003952878
Saved in:
4
Volatility estimation for stochastic project value models
Brandão, Luiz Eduardo Teixeira
;
Dyer, James S.
;
Hahn, …
- In:
European journal of operational research : EJOR
220
(
2012
)
3
,
pp. 642-648
Persistent link: https://www.econbiz.de/10009550564
Saved in:
5
A discrete time approach for modeling two-factor mean-reverting stochastic processes
Hahn, Warren J.
;
Dyer, James S.
- In:
Decision analysis : a journal of the Institute for …
8
(
2011
)
3
,
pp. 220-232
Persistent link: https://www.econbiz.de/10009424234
Saved in:
6
What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J.
;
DiLellio, James A.
;
Dyer, James S.
- In:
Energy economics
44
(
2014
),
pp. 212-221
Persistent link: https://www.econbiz.de/10010457221
Saved in:
7
A copula-based approach for generating lattices
Wang, Tianyang
;
Dyer, James S.
;
Hahn, Warren J.
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 263-289
Persistent link: https://www.econbiz.de/10011477303
Saved in:
8
Risk premia in commodity price forecasts and their impact on valuation
Hahn, Warren J.
;
DiLellio, James A.
;
Dyer, James S.
- In:
Energy economics
72
(
2018
),
pp. 393-403
Persistent link: https://www.econbiz.de/10011972345
Saved in:
9
Sensitivity analysis of decision making under dependent uncertainties using copulas
Wang, Tianyang
;
Dyer, James S.
;
Hahn, Warren J.
- In:
EURO Journal on decision processes
5
(
2017
)
1/4
,
pp. 117-139
Persistent link: https://www.econbiz.de/10011777820
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