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An option pricing-based model for evaluating the financial viability of privatized infrastructure projects
16 references·16 citing·24 second hopsampled
An option pricing-based model for evaluating the financial viability of privatized infrastructure projects (2002)An option pricing-based model for evaluat…Theory of rational option pricing (2005)Theory of rational option pri…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Real options: managing strategic investment in an uncertain world (1999)Real options: managing strate…Real options: Managerial flexibility and strategy in resource allocation (1996)Real options: Managerial flex…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyCorporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options (1993)The Nature of Option Interact…Valuation: Measuring and managing the value of companies (1992)Valuation: Measuring and mana…Time to build, option value, and investment decisions (1987)Time to build, option value, …Financial Theory and Corporate Policy. (1980)Financial Theory and Corporat…Option pricing: A simplified approach (1979)Option pricing: A simplified …VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)VALUING CORPORATE SECURITIES:…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Review of Public–Private Partnership Literature from a Project Lifecycle Perspective (2018)Review of Public–Private Part…Revenue guarantee in public–private partnerships: a win–win model (2018)Revenue guarantee in public–p…Lifecycle-oriented framing of value at the front end of infrastructure projects (2018)Lifecycle-oriented framing of…Compensation mechanism for urban water environment treatment PPP project in China (2018)Compensation mechanism for ur…Optimized real options-based approach for government guarantees in PPP toll road projects (2017)Optimized real options-based …The Real Option Value of Renegotiation in Public–Private Partnerships (2016)The Real Option Value of Rene…A model for determining the optimal project life span and concession period of BOT projects (2016)A model for determining the o…The influence of uncertainty in the development of a CO2 infrastructure network (2015)The influence of uncertainty …Investing in CO2 transport infrastructure under uncertainty: A comparison between ships and pipelines (2015)Investing in CO2 transport in…Revenue guarantee in public-private partnerships: a fair risk allocation model (2014)Revenue guarantee in public-p…Modeling Contingent Liabilities Arising from Government Guarantees in Indonesian BOT/PPP Toll Roads (2012)Modeling Contingent Liabiliti…A real options based traffic risk mitigation model for build-operate-transfer highway projects in India (2011)A real options based traffic …Collar options to manage revenue risks in real toll public‐private partnership transportation projects (2010)Collar options to manage reve…A Structural Equation Model of Feasibility Evaluation and Project Success for Public–Private Partnerships in Hong Kong (2010)A Structural Equation Model o…Real option application in PPP/PFI project negotiation (2009)Real option application in PP…Capital structure optimization for build–operate–transfer (BOT) projects using a stochastic and multi-objective approach (2009)Capital structure optimizatio…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The theory and practice of corporate finance: evidence from the field (2001)Arbitrage Theory in Continuous Time (1998)Facts and Fantasies about Commodity Futures (2006)A critical review on supply chain risk – Definition, measure and modeling (2014)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)Transformative capacity: Continual structuring by intertemporal technology transfer (1994)Is performance driven by industry‐or firm‐specific factors? A new look at the evidence (2002)Does Corporate Social Responsibility Influence Firm Performance of Indian Companies? (2010)Capital markets research in accounting (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
  • 1992Valuation: Measuring and managing the value of companies2,261 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1980Financial Theory and Corporate Policy.1,699 cited
  • 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
  • 1999Real options: managing strategic investment in an uncertain world1,107 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 1993The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options

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544 cited

Cited by

  • 2010A Structural Equation Model of Feasibility Evaluation and Project Success for Public–Private Partnerships in Hong Kong113 cited
  • 2010Collar options to manage revenue risks in real toll public‐private partnership transportation projects105 cited
  • 2014Revenue guarantee in public-private partnerships: a fair risk allocation model99 cited
  • 2018Revenue guarantee in public–private partnerships: a win–win model89 cited
  • 2016The Real Option Value of Renegotiation in Public–Private Partnerships85 cited
  • 2018Compensation mechanism for urban water environment treatment PPP project in China81 cited
  • 2018Review of Public–Private Partnership Literature from a Project Lifecycle Perspective80 cited
  • 2012Modeling Contingent Liabilities Arising from Government Guarantees in Indonesian BOT/PPP Toll Roads74 cited
  • 2016A model for determining the optimal project life span and concession period of BOT projects72 cited
  • 2009Real option application in PPP/PFI project negotiation70 cited
  • 2015Investing in CO2 transport infrastructure under uncertainty: A comparison between ships and pipelines66 cited
  • 2015The influence of uncertainty in the development of a CO2 infrastructure network58 cited
  • 2018Lifecycle-oriented framing of value at the front end of infrastructure projects58 cited
  • 2011A real options based traffic risk mitigation model for build-operate-transfer highway projects in India57 cited
  • 2017Optimized real options-based approach for government guarantees in PPP toll road projects55 cited
  • 2009Capital structure optimization for build–operate–transfer (BOT) projects using a stochastic and multi-objective approach53 cited