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Warren J. Hahn, Ph.D.

Affiliations: 
2005 University of Texas at Austin, Austin, Texas, U.S.A. 
Area:
Finance, Management Business Administration
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"Warren Hahn"
Cross-listing: Business Management Tree

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James S. Dyer grad student 2005 UT Austin
 (A discrete -time approach for valuing real options with underlying mean -reverting stochastic processes.)

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Publications

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Hahn WJ, DiLellio JA, Dyer JS. (2018) Risk premia in commodity price forecasts and their impact on valuation Energy Economics. 72: 393-403
Wang T, Dyer JS, Hahn WJ. (2015) A copula-based approach for generating lattices Review of Derivatives Research. 18: 263-289
Hahn WJ, DiLellio JA, Dyer JS. (2014) What do market-calibrated stochastic processes indicate about the long-term price of crude oil? Energy Economics. 44: 212-221
Brandão LE, Dyer JS, Hahn WJ. (2012) Volatility estimation for stochastic project value models European Journal of Operational Research. 220: 642-648
Hahn WJ, Dyer JS. (2011) A discrete time approach for modeling two-factor mean-reverting stochastic processes Decision Analysis. 8: 220-232
Hahn WJ, Brandao LE, Dyer JS. (2010) Real options: The value added through optimal decision making: How management can use techniques from the field of decision analysis to more accurately estimate the value of assets that have flexible options Graziadio Business Report. 13
Bastian-Pinto C, Brandão L, Hahn WJ. (2009) Flexibility as a source of value in the production of alternative fuels: The ethanol case Energy Economics. 31: 411-422
Hahn WJ, Dyer JS. (2008) Discrete time modeling of mean-reverting stochastic processes for real option valuation European Journal of Operational Research. 184: 534-548
Hahn WJ, Dyer J, Brandao LE. (2007) Using decision analysis to solve real option valuation problems: Building a generalized approach Spe Hydrocarbon Economics and Evaluation Symposium. 223-231
Brandão LE, Dyer JS, Hahn WJ. (2005) Response to Comments on Brandão et al. (2005) Decision Analysis. 2: 103-109
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