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Volumn , Issue 1993, 2007, Pages 1-8

Using real options for revenue risk mitigation in transportation project financing

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DYNAMIC PROGRAMMING; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROJECT MANAGEMENT;

EID: 38349035909     PISSN: 03611981     EISSN: None     Source Type: Journal    
DOI: 10.3141/1993-01     Document Type: Article
Times cited : (16)

References (17)
  • 1
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    • State Legislative Scorecard: Enabling Laws for Transportation Partnerships
    • Reinhardt, W. State Legislative Scorecard: Enabling Laws for Transportation Partnerships. Public Works Financing, Vol. 186, 2004, p. 7.
    • (2004) Public Works Financing , vol.186 , pp. 7
    • Reinhardt, W.1
  • 4
    • 85173162933 scopus 로고    scopus 로고
    • Dailami, M., I. Lipkovich, and J. Van Dyck. INFRISK: A Computer Simulation Approach to Risk Management in Infrastructure Project Finance Transactions. Paper 2083. World Bank, Washington, D.C., 1999.
    • Dailami, M., I. Lipkovich, and J. Van Dyck. INFRISK: A Computer Simulation Approach to Risk Management in Infrastructure Project Finance Transactions. Paper 2083. World Bank, Washington, D.C., 1999.
  • 5
    • 85173175162 scopus 로고    scopus 로고
    • Hoffman, S. L. The Law and Business of International Project Finance. Transnational Publishers, Inc., Ardsley, N.Y., 2001.
    • Hoffman, S. L. The Law and Business of International Project Finance. Transnational Publishers, Inc., Ardsley, N.Y., 2001.
  • 8
    • 33846061355 scopus 로고    scopus 로고
    • Minimum Income Guarantee in Transportation Infrastructure Concessions in Chile
    • Transportation Research Board of the National Academies, Washington, D.C
    • Vassallo, J. M., and A. S. Soliño. Minimum Income Guarantee in Transportation Infrastructure Concessions in Chile. In Transportation Research Record: Journal of the Transportation Research Board, No. 1960, Transportation Research Board of the National Academies, Washington, D.C., 2006, pp. 15-22.
    • (2006) Transportation Research Record: Journal of the Transportation Research Board, No. 1960 , pp. 15-22
    • Vassallo, J.M.1    Soliño, A.S.2
  • 9
    • 34249088013 scopus 로고    scopus 로고
    • Real Options Methods for Improving Economic Risk Management in Infrastructure Project Finance
    • Columbia University, New York
    • Chiara, N. Real Options Methods for Improving Economic Risk Management in Infrastructure Project Finance. PhD diss. Columbia University, New York, 2006.
    • (2006) PhD diss
    • Chiara, N.1
  • 10
    • 3242890208 scopus 로고    scopus 로고
    • Valuation of Commodity-Based Swing Options
    • Jaillet, P., E. I. Ronn, and S. Tompaidis. Valuation of Commodity-Based Swing Options. Management Science, Vol. 50, No. 7, 2004, pp. 909-921.
    • (2004) Management Science , vol.50 , Issue.7 , pp. 909-921
    • Jaillet, P.1    Ronn, E.I.2    Tompaidis, S.3
  • 11
    • 0031590025 scopus 로고    scopus 로고
    • Pricing American-Style Securities Using Simulation
    • Broadie, M., and P. Glasserman. Pricing American-Style Securities Using Simulation. Journal of Economic Dynamics and Control, Vol. 21, No. 8, 1997, pp. 1323-1352.
    • (1997) Journal of Economic Dynamics and Control , vol.21 , Issue.8 , pp. 1323-1352
    • Broadie, M.1    Glasserman, P.2
  • 12
    • 7444260909 scopus 로고    scopus 로고
    • Monte Carlo Methods for the Valuation of Multiple-Exercise Options
    • Meinshausen, N., and B. M.Hambly. Monte Carlo Methods for the Valuation of Multiple-Exercise Options. Mathematical Finance, Vol. 14, No. 4, 2004, pp. 557-583.
    • (2004) Mathematical Finance , vol.14 , Issue.4 , pp. 557-583
    • Meinshausen, N.1    Hambly, B.M.2
  • 13
    • 0035578679 scopus 로고    scopus 로고
    • Valuing American Options by Simulation: A Simple Least Squares Approach
    • Longstaff, F. A., and E. S. Schwartz. Valuing American Options by Simulation: A Simple Least Squares Approach. Review of Financial Studies, Vol. 14, No. 1, 2001, pp. 113-147.
    • (2001) Review of Financial Studies , vol.14 , Issue.1 , pp. 113-147
    • Longstaff, F.A.1    Schwartz, E.S.2
  • 14
    • 85173184674 scopus 로고    scopus 로고
    • Andersen, L. A. A Simple Approach to the Pricing of Bermudan Swap Options in the Multifactor LIBOR Market Model. Journal of Computational Finance, 3, No. 2, 2000, pp. 5-32.
    • Andersen, L. A. A Simple Approach to the Pricing of Bermudan Swap Options in the Multifactor LIBOR Market Model. Journal of Computational Finance, Vol. 3, No. 2, 2000, pp. 5-32.
  • 15
    • 0009903133 scopus 로고    scopus 로고
    • Improved Techniques for Valuing Large-Scale Projects
    • Esty, B. C. Improved Techniques for Valuing Large-Scale Projects. Journal of Project Finance, Vol. 5, No. 1, 1999, pp. 9-25.
    • (1999) Journal of Project Finance , vol.5 , Issue.1 , pp. 9-25
    • Esty, B.C.1
  • 16
    • 85173139583 scopus 로고    scopus 로고
    • Guasch, J. L. Granting and Renegotiating Infrastructure Concessions, Doing Right. Paper No. 28816. WBI Development Studies, The World Bank, Washington, D.C., 2004.
    • Guasch, J. L. Granting and Renegotiating Infrastructure Concessions, Doing Right. Paper No. 28816. WBI Development Studies, The World Bank, Washington, D.C., 2004.


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