Valuing simple multiple-exercise real options in infrastructure projects

Journal of Infrastructure Systems

Volumn 13, Issue 2, 2007, Pages 97-104

  Chiara, Nicola ^a   Garvin, Michael J ^b   Vecer, Jan ^c  

^a Columbia Univ ^*  (United States)

^b VIRGINIA POLYTECHNIC INSTITUTE AND STATE UNIVERSITY   (United States)

^c Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Build operate transfer; Infrastructure; Monte Carlo method; Optimization; Regression analysis; Stochastic models

Indexed keywords

EARNINGS; ECONOMICS; LEAST SQUARES APPROXIMATIONS; MONTE CARLO METHODS; OPTIMIZATION; REGRESSION ANALYSIS; STOCHASTIC MODELS;

BUILD-OPERATE-TRANSFER PROJECTS; INFRASTRUCTURE PROJECT; REVENUE RISK;

PUBLIC WORKS;

EARNINGS; ECONOMICS; LEAST SQUARES APPROXIMATIONS; MONTE CARLO METHODS; OPTIMIZATION; PUBLIC WORKS; REGRESSION ANALYSIS; STOCHASTIC MODELS;

FINANCE; INFRASTRUCTURAL DEVELOPMENT; MITIGATION; MONTE CARLO ANALYSIS; OPTIMIZATION; REGRESSION ANALYSIS; STOCHASTICITY;

EID: 34249023618     PISSN: 10760342     EISSN: None     Source Type: Journal    
DOI: 10.1061/(ASCE)1076-0342(2007)13:2(97)     Document Type: Article

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