Luis H. R. Alvarez

	2008
6		Luis H. R. Alvarez, Jukka Lempa: On the Optimal Stochastic Impulse Control of Linear Diffusions. SIAM J. Control and Optimization 47(2): 703-732 (2008)
	2004
5		Luis H. R. Alvarez: Stochastic Forest Stand Value and Optimal Timber Harvesting. SIAM J. Control and Optimization 42(6): 1972-1993 (2004)
	2003
4		Luis H. R. Alvarez: On the Convexity and Risk-Sensitivity of the Price of American Interest Rate Derivatives. SIAM Journal of Applied Mathematics 63(3): 923-936 (2003)
	2002
3		Luis H. R. Alvarez, Jussi Keppo: The impact of delivery lags on irreversible investment under uncertainty. European Journal of Operational Research 136(1): 173-180 (2002)
	2001
2		Luis H. R. Alvarez: Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems. SIAM J. Control and Optimization 39(6): 1697-1710 (2001)
	1999
1		Luis H. R. Alvarez: Optimal exit and valuation under demand uncertainty: A real options approach. European Journal of Operational Research 114(2): 320-329 (1999)

Coauthor Index

1	Jussi Keppo	[3]
2	Jukka Lempa	[6]

Colors in the list of coauthors

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