Concepedia
Statistics
Publications
9
Citations
602
H-Index
Active since
2005
Affiliations
The University of Texas at Austin(Current)
Pepperdine University
Pontifícia Universidade Católica do Rio de Janeiro
Warren J. Hahn is an author at The University of Texas at Austin specializing in business, engineering, and economics.
Top concepts
BusinessEngineeringEconomicsAsset PricingFinanceStatisticsOption PricingStochastic ProcessesQuantitative ManagementUncertainty Quantification
Publications per year
2005–2018
Using Binomial Decision Trees to Solve Real-Option Valuation Problems
Luiz Eduardo Teixeira Brandão, James S. Dyer, Warren J. Hahn · Decision Analysis · 2005 · 242 citations
Mathematical Programming, Engineering, Decision Analysis +21
Discrete time modeling of mean-reverting stochastic processes for real option valuation
Warren J. Hahn, James S. Dyer · European Journal of Operational Research · 2007 · 106 citations
Option Pricing, Mean-reverting Stochastic Processes, Asset Pricing +10
Flexibility as a source of value in the production of alternative fuels: The ethanol case
Carlos de Lamare Bastian-Pinto, Luiz Eduardo Teixeira Brandão, Warren J. Hahn · Energy Economics · 2009 · 79 citations
Economics, Biofuel Production, Engineering +10
Volatility estimation for stochastic project value models
Luiz Eduardo Teixeira Brandão, James S. Dyer, Warren J. Hahn · European Journal of Operational Research · 2012 · 64 citations
Economics, Volatility Modeling, Engineering +8
Response to Comments on Brandão et al. (2005)
Luiz Eduardo Teixeira Brandão, James S. Dyer, Warren J. Hahn · Decision Analysis · 2005 · 41 citations
Option Pricing, Real-options Problems, Asset Pricing +13
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