Using Binomial Decision Trees to Solve Real-Option Valuation Problems. - Luiz E. Brandão; James S. Dyer; Warren J. Hahn (Decis. Anal., 2005)

Response to Comments on Brandão et al. (2005). - Luiz E. Brandão; James S. Dyer; Warren J. Hahn (Decis. Anal., 2005)

Discrete time modeling of mean-reverting stochastic processes for real option valuation. - Warren J. Hahn; James S. Dyer (Eur. J. Oper. Res., 2008)

A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes. - Warren J. Hahn; James S. Dyer (Decis. Anal., 2011)

Volatility estimation for stochastic project value models. - Luiz E. Brandão; James S. Dyer; Warren J. Hahn (Eur. J. Oper. Res., 2012)