Warren J. Hahn

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A discrete time approach for modeling two-factor mean-reverting stochastic processes
Decision Analysis
2018-10-24Paper
A copula-based approach for generating lattices
Review of Derivatives Research
2016-09-19Paper
Volatility estimation for stochastic project value models
European Journal of Operational Research
2012-12-29Paper
Discrete time modeling of mean-reverting stochastic processes for real option valuation
European Journal of Operational Research
2007-10-10Paper


Research outcomes over time


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