Dyer James S

James S Dyer

Information about the author James S Dyer will soon be added to the site.
Found 5 papers in total
Modeling Correlated Discrete Uncertainties in Event Trees with Copulas
Modeling Correlated Discrete Uncertainties in Event Trees with Copulas
2016
Modeling the dependence between uncertainties in decision and risk analyses is an...
Updating Inventories of Substitutable Resources in Response to Forecast Updates
Updating Inventories of Substitutable Resources in Response to Forecast Updates
2014
We show simple yet optimal results to update the inventory/capacity levels, expected...
A Discrete Time Approach for Modeling Two‐Factor Mean‐Reverting Stochastic Processes
A Discrete Time Approach for Modeling Two‐Factor Mean‐Reverting Stochastic Processes
2011
Two‐factor stochastic processes have been developed to more accurately describe...
Valuing multifactor real options using an implied binomial tree
Valuing multifactor real options using an implied binomial tree
2010
This paper proposes an approach for solving a multifactor real options problem by...
Evaluating system dynamics models of risky projects using decision trees: alternative energy projects as an illustrative example
Evaluating system dynamics models of risky projects using decision trees: alternative energy projects as an illustrative example
2010
Many important risky projects are characterized by stochastic processes embedded in...
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