关注
Warren J. Hahn
Warren J. Hahn
McCombs School of Business, The University of Texas at Austin
在 mccombs.utexas.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
Using binomial decision trees to solve real-option valuation problems
LE Brandão, JS Dyer, WJ Hahn
Decision Analysis 2 (2), 69-88, 2005
4322005
Discrete time modeling of mean-reverting stochastic processes for real option valuation
WJ Hahn, JS Dyer
European journal of operational research 184 (2), 534-548, 2008
1532008
Flexibility as a source of value in the production of alternative fuels: The ethanol case
C Bastian-Pinto, L Brandão, WJ Hahn
Energy economics 31 (3), 411-422, 2009
1132009
Volatility estimation for stochastic project value models
LE Brandão, JS Dyer, WJ Hahn
European journal of operational research 220 (3), 642-648, 2012
1012012
Response to comments on Brandão et al.(2005)
LE Brandão, JS Dyer, WJ Hahn
Decision Analysis 2 (2), 103-109, 2005
822005
Perceived effectiveness and implementation of public relations measurement and evaluation tools among European providers and consumers of PR services
O Baskin, J Hahn, S Seaman, D Reines
Public Relations Review 36 (2), 105-111, 2010
492010
A discrete time approach for modeling two-factor mean-reverting stochastic processes
WJ Hahn, JS Dyer
Decision Analysis 8 (3), 220-232, 2011
342011
A discrete-time approach for valuing real options with underlying mean-reverting stochastic processes
WJ Hahn
The University of Texas at Austin, 2005
322005
A non-censored binomial model for mean reverting stochastic processes
C Bastian-Pinto, LE Brandão, WJ Hahn
Annual international conference on real options 14, 2010
302010
High-temperature reprocessing of petroleum oily sludges
WJ Hahn
SPE Production & Facilities 9 (03), 179-182, 1994
291994
Biological treatment of petroleum oily sludges
WJ Hahn, RC Loehr
SPE Permian Basin Oil and Gas Recovery Conference, SPE-23997-MS, 1992
271992
Risk premia in commodity price forecasts and their impact on valuation
WJ Hahn, JA DiLellio, JS Dyer
Energy Economics 72, 393-403, 2018
212018
What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
WJ Hahn, JA DiLellio, JS Dyer
Energy Economics 44, 212-221, 2014
202014
Making decisions with multiple criteria: a case in energy sustainability planning
WJ Hahn
EURO Journal on Decision Processes 3 (1-2), 161-185, 2015
192015
Making decisions with multiple attributes: A case in sustainability planning
WJ Hahn, SL Seaman, R Bikel
Graziadio Business Review 15 (2), 365-381, 2012
182012
Sensitivity analysis of decision making under dependent uncertainties using copulas
T Wang, JS Dyer, WJ Hahn
EURO Journal on Decision Processes 5 (1-4), 117-139, 2017
82017
Modeling switching options using mean reverting commodity price models
CB Pinto, L Brandão, WJ Hahn
11th International Conference on Real Options, 6-9, 2007
82007
The Winner's Curse and Optimal Auction Bidding Strategies.
WJ Hahn, SL Seaman
Graziadio Business Report 12 (2), 2009
52009
Incorporating Mean-Reverting Price Forecasts into Exploration and Production Project Valuation
WJ Hahn, JS Dyer
SPE Hydrocarbon Economics and Evaluation Symposium, SPE-94577-MS, 2005
52005
Using Decision Analysis to Solve Real Option Valuation Problems: Building a Generalized Approach
WJ Hahn, J Dyer, LE Brandao
SPE Hydrocarbon Economics and Evaluation Symposium, SPE-108066-MS, 2007
42007
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