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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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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
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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
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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
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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
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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
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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
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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
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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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Flexibility as a source of value in the production of alternative fuels: The ethanol case
Bastian-Pinto, Carlos; Brandão, Luiz; Hahn, Warren J. - In: Energy economics 31 (2009) 3, pp. 411-422
Persistent link: https://www.econbiz.de/10008235086