Alvarez, Luis H. R

name

• Alvarez, Luis H. R

Authored works

• A certainty equivalent characterization of a class of perpetual American contingent claims
• A class of solvable optimal stopping problems of spectrally negative jump diffusions
• A class of solvable singular stochastic control problems
• A class of solvable stochastic dividend optimization problems : on the general impact of flexibility on valuation
• A class of solvable stopping games
• A general approach to the stochastic rotation problem with amenity valuation
• Adoption of uncertain multi-stage technology projects : a real options approach
• American options, infinite expiration, and waiting : a non-standard approach
• An application of the neoclassical investment model of the firm : firm's expectations and some numerical results
• Claim valuation and linear diffusions
• Convex, inequalities for optimal stopping
• Demand uncertainty and production opportunities : the effects of excess supply on production
• Expectations, adjustment costs and the optimal investment of a value-maximizing firm
• From local theory of risk aversion to an intertemporal theory of risks under discrete choices
• Investment opportunities, valuation, and default risk
• Irreversibility, uncertainty and investment in the presence of technological progress
• Irreversible investment under interest rate variability : some generalizations
• Irreversible investment, incremental capital accumulation and price uncertainty
• Knightian uncertainty κ-ignorance and optimal timing
• Managerial compensation and corporate behavior
• Minimum guaranteed payments and costly cancellation rights : a stopping game perspective
• On forest rotation under interest rate variability
• On risk adjusted valuation : a certainty equivalent characterization of a class of stochastic control problems
• On the convexity and comparative static properties of a class of r-harmonic mappings
• On the convexity and risk sensitivity of the price of American interest rate derivatives
• On the optimal stochastic impulse control of linear diffusions
• On the option components of rational harvesting planning
• On the tree-cutting problem under interest rate and forest value uncertainty
• Optimal dividend control in presence of downside risk
• Optimal entry under uncertainty
• Optimal harvesting in the presence of density - dependent extinction probabilities
• Optimal harvesting of stochastically fluctuating populations
• Optimal risk adoption : a real options approach
• Optimal stopping of one-dimensional diffusions : an elementary approach
• Optimal timing of production opportunities
• Outsourcing or in-house production? : a real options perspective on optimal organizational mode
• Rahoituksen teoriaa ja sovelluksia aktuaareille
• Real options and neoclassical theory
• Reward functionals, salvage values and optimal stopping
• Singular stochastic control and optimal stopping theory in mathematical finance, economics and population biology
• Singular stochastic control, linear diffusions and the smooth-fit principle
• Strategic adoption of intermediate technologies : a real options approach
• Takeovers and implementation uncertainty : a real options approach
• Tax policy uncertainty and corporate investment : a theory of tax-induced investment spurts
• Tax reform uncertainty, investment spurts and capital markets
• The almost certain asymptotical stability of Walrasian and Marshallian stochastic market-adjustment processes
• The effects of uncertain parameter expectations on the optimal investment of the firm : Part 2, Unknown shift size
• The impact of delivery lags on irreversible investment demand under uncertainty
• Theory of tax-induced investment spurts
• Timing uncertainty and optimal control
• Valuation of irreversible entry options under uncertainty and taxation
• Wicksellian theory of forest rotation under interest rate variability
• Yrityksen odotukset ja optimaalinen investointi
• Yrityksen optimaalinen investointi : katsaus yrityksen odotuksiin ja tuottojen asteeseen

Works contributed to

Works about Alvarez, Luis H. R