Luis H. R. Alvarez Esteban
Names
| first: |
Luis |
| middle: |
H. R. |
| last: |
Alvarez |
Identifer
Contact
Affiliations
-
Turun Yliopisto
/ Turun Kauppakorkeakoulu
Research profile
author of:
- A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk (RePEc:arx:papers:1006.0863)
by Luis H. R. Alvarez & Jani Sainio - A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions (RePEc:arx:papers:1302.4181)
by Luis H. R. Alvarez E. & Pekka Matomaki & Teppo A. Rakkolainen - Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion (RePEc:arx:papers:1608.04537)
by Luis H. R. Alvarez E. & Paavo Salminen - A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity (RePEc:arx:papers:1905.05429)
by Soren Christensen & Luis H. R. Alvarez E - The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts (RePEc:arx:papers:1906.07533)
by Luis H. R. Alvarez E. & Soren Christensen - A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty (RePEc:arx:papers:1907.04046)
by Luis H. R. Alvarez E. & Soren Christensen - Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty (RePEc:bla:jpbect:v:10:y:2008:i:1:p:149-169)
by Luis H. R. Alvarez & Erkki Koskela - Unknown item RePEc:bof:bofrdp:2003_029 (paper)
- Taxation and Rotation Age under Stochastic Forest Stand Value (RePEc:ces:ceswps:_1211)
by Luis H. R. Alvarez & Erkki Koskela - Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty? (RePEc:ces:ceswps:_1285)
by Luis H. R. Alvarez & Erkki Koskela - Progressive Taxation and Irreversible Investment under Uncertainty (RePEc:ces:ceswps:_1377)
by Luis H. R. Alvarez & Erkki Koskela - Optimal Harvesting under Resource Stock and Price Uncertainty (RePEc:ces:ceswps:_1384)
by Luis H. R. Alvarez & Erkki Koskela - Valuation of Irreversible Entry Options under Uncertainty and Taxation (RePEc:ces:ceswps:_144)
by Luis H. R. Alvarez & Vesa Kanniainen - Wicksellian Theory of Forest Rotation under Interest Rate Variability (RePEc:ces:ceswps:_606)
by Luis H. R. Alvarez & Erkki Koskela - Irreversible Investment under Interest Rate Variability: New Results (RePEc:ces:ceswps:_640)
by Luis H. R. Alvarez & Erkki Koskela - A General Approach to the Stochastic Rotation Problem with Amenity Valuation (RePEc:ces:ceswps:_857)
by Luis H. R. Alvarez & Erkki Koskela - On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty (RePEc:ces:ceswps:_870)
by Luis H. R. Alvarez & Erkki Koskela - Wicksellian theory of forest rotation under interest rate variability (RePEc:eee:dyncon:v:29:y:2005:i:3:p:529-545)
by Alvarez, Luis H. R. & Koskela, Erkki - Optimal harvesting under resource stock and price uncertainty (RePEc:eee:dyncon:v:31:y:2007:i:7:p:2461-2485)
by Alvarez, Luis H.R. & Koskela, Erkki - Optimal capital accumulation under price uncertainty and costly reversibility (RePEc:eee:dyncon:v:35:y:2011:i:10:p:1769-1788)
by Alvarez, Luis H.R. - Optimal exit and valuation under demand uncertainty: A real options approach (RePEc:eee:ejores:v:114:y:1999:i:2:p:320-329)
by Alvarez, Luis H. R. - The impact of delivery lags on irreversible investment under uncertainty (RePEc:eee:ejores:v:136:y:2002:i:1:p:173-180)
by Alvarez, Luis H. R. & Keppo, Jussi - Does risk aversion accelerate optimal forest rotation under uncertainty? (RePEc:eee:foreco:v:12:y:2006:i:3:p:171-184)
by Alvarez, Luis H.R. & Koskela, Erkki - Partial outsourcing: A real options perspective (RePEc:eee:indorg:v:25:y:2007:i:1:p:91-102)
by Alvarez, Luis H.R. & Stenbacka, Rune - Zero coupon bonds and affine term structures: reconsidering the one-factor model (RePEc:eee:insuma:v:23:y:1998:i:1:p:85-90)
by Alvarez, Luis H. R. - On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (RePEc:eee:insuma:v:28:y:2001:i:1:p:83-90)
by Alvarez, Luis H. R. - Taxation and rotation age under stochastic forest stand value (RePEc:eee:jeeman:v:54:y:2007:i:1:p:113-127)
by Alvarez, Luis H.R. & Koskela, Erkki - Exit strategies and price uncertainty: a Greenian approach (RePEc:eee:mateco:v:29:y:1998:i:1:p:43-56)
by Alvarez, Luis H. R. - Adoption of uncertain multi-stage technology projects: a real options approach (RePEc:eee:mateco:v:35:y:2001:i:1:p:71-97)
by Alvarez, Luis H. R. & Stenbacka, Rune - Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts (RePEc:eee:pubeco:v:69:y:1998:i:1:p:17-48)
by Alvarez, Luis H. R. & Kanniainen, Vesa & Sodersten, Jan - Singular stochastic control in the presence of a state-dependent yield structure (RePEc:eee:spapps:v:86:y:2000:i:2:p:323-343)
by Alvarez, Luis H. R. - Theory of Tax-Induced Investment Spurts (RePEc:fth:uppaal:1995-18)
by Alvarez, L. & Kanniainen, V. & Sodersten, J. - Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing (RePEc:fth:uppaal:2000:4)
by Alvarez Jr., L. & Kanniainen, V. & Sodersten, J. - Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts (RePEc:hhs:uunewp:1997_005)
by Alvarez, Luis H.R. & Kanniainen, Vesa & Södersten, Jan - Investment timing in presence of downside risk: a certainty equivalent characterization (RePEc:kap:annfin:v:6:y:2010:i:3:p:317-333)
by Luis Alvarez & Teppo Rakkolainen - On Forest Rotation under Interest Rate Variability (RePEc:kap:itaxpf:v:10:y:2003:i:4:p:489-503)
by Alvarez, Luis H R & Koskela, Erkki - Demand uncertainty and the value of supply opportunities (RePEc:kap:jeczfn:v:64:y:1996:i:2:p:163-175)
by Luis Alvarez - Why is the Corporation Tax Not Neutral?. Anticipated Tax Reform, Investment Spurts and Corporate Borrowing (RePEc:mhr:finarc:urn:sici:0015-2218(200007)56:3/4_285:witctn_2.0.tx_2-d)
by Luis Alvarez & Vesa Kanniainen & Jan Södersten - Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note (RePEc:mhr:finarc:urn:sici:0015-2218(200703)63:1_46:icaant_2.0.tx_2-3)
by Luis H. R. Alvarez & Erkki Koskela - Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options (RePEc:oup:revfin:v:10:y:2006:i:3:p:417-441)
by Luis Alvarez & Rune Stenbacka - On Forest Rotation Under Interest Rate Variability (RePEc:rif:dpaper:840)
by Alvarez, Luis H.R. & Koskela, Erkki - Irreversible Investment under Interest Rate Variability: Some Generalizations (RePEc:rif:dpaper:841)
by Alvarez, Luis H.R. & Koskela, Erkki - Optimal risk adoption: a real options approach (RePEc:spr:joecth:v:23:y:2003:i:1:p:123-147)
by Luis Alvarez & Rune Stenbacka - A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation (RePEc:spr:joecth:v:28:y:2006:i:2:p:373-398)
by Luis Alvarez & Jukka Virtanen - Solving optimal stopping problems of linear diffusions by applying convolution approximations (RePEc:spr:mathme:v:53:y:2001:i:1:p:89-99)
by Luis H. R. Alvarez - Reward functionals, salvage values, and optimal stopping (RePEc:spr:mathme:v:54:y:2001:i:2:p:315-337)
by Luis H. R. Alvarez - Optimal payout policy in presence of downside risk (RePEc:spr:mathme:v:69:y:2009:i:1:p:27-58)
by Luis Alvarez & Teppo Rakkolainen - Irreversible capital accumulation under interest rate uncertainty (RePEc:spr:mathme:v:72:y:2010:i:2:p:249-271)
by Luis Alvarez - Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (RePEc:spr:mathme:v:86:y:2017:i:2:d:10.1007_s00186-017-0602-4)
by Luis H. R. Alvarez E. & Paavo Salminen - A Class of Solvable Stopping Games (RePEc:tkk:dpaper:dp11)
by Luis H. R. Alvarez E. - Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective (RePEc:tkk:dpaper:dp12)
by Luis H. R. Alvarez E. - Optimal Dividend Control in Presence of Downside Risk (RePEc:tkk:dpaper:dp14)
by Luis H. R. Alvarez & Teppo A. Rakkolainen - Knightian Uncertainty, k-Ignorance, and Optimal Timing (RePEc:tkk:dpaper:dp25)
by Luis H. R. Alvarez - Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty (RePEc:tkk:dpaper:dp4)
by Luis H.R. Alvarez E. - Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? (RePEc:tkk:dpaper:dp52)
by Luis H.R. Alvarez & Jukka Lempa & Elias Oikarinen - A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions (RePEc:tkk:dpaper:dp9)
by Luis H. R. Alvarez & Teppo A. Rakkolainen - Irreversible Investment under Interest Rate Variability: Some Generalizations (RePEc:ucp:jnlbus:v:79:y:2006:i:2:p:623-644)
by Luis H. R. Alvarez & Erkki Koskela - Irreversible investment under interest rate variability: new results (RePEc:wpa:wuwpot:0404007)
by Luis H.R. Alvarez & Erkki Koskela - Irreversible investment under interest rate variability: new results (RePEc:zbw:bofrdp:rdp2003_029)
by Alvarez, Luis H. R. & Koskela, Erkki