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~subject:"Entscheidung unter Risiko"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Entscheidung unter Risiko
Option pricing theory
Stochastic process
Theorie
14
Theory
14
Entscheidung
9
Decision
6
Stochastischer Prozess
6
Nutzen
4
Operations Research
4
Volatility
4
decision analysis
4
Copulas
3
Decision theory
3
Decision under risk
3
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Entscheidungstheorie
3
Forecasting model
3
Kalman filter
3
Management
3
Nutzentheorie
3
Optionspreistheorie
3
Prognoseverfahren
3
Präferenztheorie
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Real options
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Stochastic processes
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Theory of preferences
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Utility theory
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Vereinigte Staaten
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Volatilität
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CAPM
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Decision tree
2
Dependence
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Forecasting
2
Futures markets
2
Inventory model
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Lagerhaltungsmodell
2
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2
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Dyer, James S.
10
Hahn, Warren J.
5
Butler, John C.
3
DiLellio, James A.
2
Jia, Jianmin
2
Wang, Tianyang
2
Bansal, Saurabh
1
Brandão, Luiz Eduardo Teixeira
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He, Ying
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Jia, Jiammin
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Energy economics
2
European journal of operational research : EJOR
2
Journal of risk and uncertainty : JRU
2
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
Journal of mathematical economics
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1
Review of derivatives research
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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
Saved in:
2
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:
3
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:
4
An Empirical investigation of the assumptions of risk-value models
Butler, John C.
;
Dyer, James S.
;
Jia, Jiammin
- In:
Journal of risk and uncertainty : JRU
30
(
2005
)
2
,
pp. 133-156
Persistent link: https://www.econbiz.de/10002714515
Saved in:
5
Valuing multifactor real options using an implied binomial tree
Wang, Tianyang
;
Dyer, James S.
- In:
Decision analysis : a journal of the Institute for …
7
(
2010
)
2
,
pp. 185-195
Persistent link: https://www.econbiz.de/10003980628
Saved in:
6
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:
7
Generalized disappointment models
Jia, Jianmin
;
Dyer, James S.
;
Butler, John C.
- In:
Journal of risk and uncertainty : JRU
22
(
2001
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10001616591
Saved in:
8
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
Saved in:
9
Planning for end-user substitution in agribusiness
Bansal, Saurabh
;
Dyer, James S.
- In:
Operations research
68
(
2020
)
4
,
pp. 1000-1019
Persistent link: https://www.econbiz.de/10012288346
Saved in:
10
An additive model of decision making under risk and ambiguity
He, Ying
;
Dyer, James S.
;
Butler, John C.
;
Jia, Jianmin
- In:
Journal of mathematical economics
85
(
2019
),
pp. 78-92
Persistent link: https://www.econbiz.de/10012311067
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