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Option pricing theory
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Bastian-Pinto, Carlos de Lamare
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European journal of operational research : EJOR
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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
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3
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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