The following pages link to Luis H. R. Alvarez (Q176934):
Displaying 41 items.
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
- Optimal capital accumulation under price uncertainty and costly reversibility (Q647668) (← links)
- Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451) (← links)
- Demand uncertainty and the value of supply opportunities (Q677028) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- Taxation and rotation age under stochastic forest stand value (Q996594) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Optimal harvesting under resource stock and price uncertainty (Q1027377) (← links)
- Optimal harvesting of stochastically fluctuating populations (Q1266451) (← links)
- Zero coupon bonds and affine term structures: Reconsidering the one-factor model (Q1276461) (← links)
- Optimal exit and valuation under demand uncertainty: a real options approach (Q1296360) (← links)
- Optimal harvesting under stochastic fluctuations and critical depensation (Q1306974) (← links)
- Exit strategies and price uncertainty: A Greenian approach (Q1381021) (← links)
- Solving optimal stopping problems of linear diffusions by applying convolution approximations (Q1396959) (← links)
- Reward functionals, salvage values, and optimal stopping (Q1397015) (← links)
- Singular stochastic control in the presence of a state-dependent yield structure (Q1411892) (← links)
- Optimal risk adoption: a real options approach (Q1422242) (← links)
- On the properties of \(r\)-excessive mappings for a class of diffusions (Q1429116) (← links)
- On the option interpretation of rational harvesting planning (Q1570766) (← links)
- On the comparative static properties of the expected population density in the presence of stochastic fluctuations (Q1570769) (← links)
- Does increased stochasticity speed up extinction? (Q1605953) (← links)
- Optimal multi-dimensional stochastic harvesting with density-dependent prices (Q1689690) (← links)
- A class of solvable impulse control problems (Q1885370) (← links)
- A class of solvable stopping games (Q2391240) (← links)
- A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation (Q2494021) (← links)
- Voltage noise influences action potential duration in cardiac myocytes (Q2643256) (← links)
- Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems (Q2706171) (← links)
- Optimal Stopping of the Maximum Process (Q2923438) (← links)
- A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions (Q2930955) (← links)
- MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS: A STOPPING GAME PERSPECTIVE (Q3161744) (← links)
- Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options (Q3413956) (← links)
- On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
- THE FOREST ROTATION PROBLEM WITH STOCHASTIC HARVEST AND AMENITY VALUE (Q3616585) (← links)
- On the Optimal Stochastic Impulse Control of Linear Diffusions (Q3617230) (← links)
- On the Convexity and Risk-Sensitivity of the Price of American Interest Rate Derivatives (Q4429764) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- Stochastic Forest Stand Value and Optimal Timber Harvesting (Q4652506) (← links)
- A class of solvable singular stochastic control problems (Q4700350) (← links)
- Adoption of uncertain multi-stage technology projects: a real options approach (Q5931984) (← links)
- On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (Q5938030) (← links)
- The impact of delivery lags on irreversible investment under uncertainty (Q5955098) (← links)
