Making decisions with multiple criteria : a case in energy sustainability planning

von Hahn, Warren J.
Veröffentlicht in EURO Journal on decision processes (2015)

A discrete-time approach for valuing real options with underlying mean-reverting stochastic processes

von Hahn, Warren J.
Veröffentlicht 2005

A discrete time approach for modeling two-factor mean-reverting stochastic processes

von Hahn, Warren J.
Veröffentlicht in Decision analysis (2011)

Discrete time modeling of mean-reverting stochastic processes for real option valuation

von Hahn, Warren J.
Veröffentlicht in European journal of operational research (2008)

A copula-based approach for generating lattices

von Wang, Tianyang
Veröffentlicht in Review of derivatives research (2015)

Sensitivity analysis of decision making under dependent uncertainties using copulas

von Wang, Tianyang
Veröffentlicht in EURO Journal on decision processes (2017)

Risk premia in commodity price forecasts and their impact on valuation

von Hahn, Warren J.
Veröffentlicht in Energy economics (2018)

What do market-calibrated stochastic processes indicate about the long-term price of crude oil?

von Hahn, Warren J.
Veröffentlicht in Energy economics (2014)

Volatility estimation for stochastic project value models

von Brandão, Luiz Eduardo Teixeira
Veröffentlicht in European journal of operational research (2012)

Flexibility as a source of value in the production of alternative fuels : the ethanol case

von Bastian-Pinto, Carlos de Lamare
Veröffentlicht in Energy economics (2009)