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~subject:"Option pricing theory"
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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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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
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
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5
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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6
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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7
Management science, operations research : cases and readings
Dyer, James S.
;
Shapiro, Roy D.
-
1982
Persistent link: https://www.econbiz.de/10004048918
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8
Management science, operations research : model formulation and solution methods
Buffa, Elwood S.
;
Dyer, James S.
-
1981
-
2. ed.
Persistent link: https://www.econbiz.de/10004005806
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
Essentials of management science, operations research
Buffa, Elwood S.
;
Dyer, James S.
-
1978
Persistent link: https://www.econbiz.de/10013490259
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