Warren J. Hahn

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2008

1 EE Warren J. Hahn, James S. Dyer: Discrete time modeling of mean-reverting stochastic processes for real option valuation. European Journal of Operational Research 184(2): 534-548 (2008)

2008
1	EE	Warren J. Hahn, James S. Dyer: Discrete time modeling of mean-reverting stochastic processes for real option valuation. European Journal of Operational Research 184(2): 534-548 (2008)

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