Warren J. Hahn

Publication Activity (10 Years)

Years Active: 2005-2012
Publications (10 Years): 0

Top Topics

Stochastic Models

Statistical Model

Prior Knowledge

Monte Carlo Simulation

Top Venues

Eur. J. Oper. Res.

Publications

Luiz E. Brandão, James S. Dyer, Warren J. Hahn
Volatility estimation for stochastic project value models. Eur. J. Oper. Res. 220 (3) (2012)
Warren J. Hahn, James S. Dyer
A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes. Decis. Anal. 8 (3) (2011)
Warren J. Hahn, James S. Dyer
Discrete time modeling of mean-reverting stochastic processes for real option valuation. Eur. J. Oper. Res. 184 (2) (2008)
Luiz E. Brandão, James S. Dyer, Warren J. Hahn
Response to Comments on Brandão et al. (2005). Decis. Anal. 2 (2) (2005)
Luiz E. Brandão, James S. Dyer, Warren J. Hahn
Using Binomial Decision Trees to Solve Real-Option Valuation Problems. Decis. Anal. 2 (2) (2005)