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A real options based traffic risk mitigation model for build-operate-transfer highway projects in India
16 references·9 citing·34 second hop
A real options based traffic risk mitigation model for build-operate-transfer highway projects in India (2011)A real options based traffic risk mitigat…Economic and Political Weekly (2017)Economic and Political Weekly“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects (2007)Valuing Simple Multiple-Exerc…Valuation techniques for infrastructure investment decisions (2004)Valuation techniques for infr…The value of management flexibility—a real option approach to investment evaluation (2003)The value of management flexi…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…An option pricing-based model for evaluating the financial viability of privatized infrastructure projects (2002)An option pricing-based model…A real options approach to valuing strategic flexibility in uncertain construction projects (2002)A real options approach to va…Derivatives: The Theory and Practice of Financial Engineering (1998)Derivatives: The Theory and P…The Valuation of Sequential Exchange Opportunities (1988)The Valuation of Sequential E…A Lattice Framework for Option Pricing with Two State Variables (1988)A Lattice Framework for Optio…Two-State Option Pricing (1979)Two-State Option PricingThe valuation of compound options (1979)The valuation of compound opt…THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)THE VALUE OF AN OPTION TO EXC…The valuation of options for alternative stochastic processes (1976)The valuation of options for …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Effects of Public Supports for Mitigating Revenue Risk in Public–Private Partnership Projects: Model to Choose Among Support Alternatives (2021)Effects of Public Supports fo…Modeling of traffic flows in the justification of projects of road construction in conditions of concession (2020)Modeling of traffic flows in …Traffic Allocation Mode of PPP Highway Project: A Risk Management Approach (2018)Traffic Allocation Mode of PP…Minimum revenue guarantees valuation in PPP projects under a mean reverting process (2018)Minimum revenue guarantees va…A Concession Period and Price Determination Model for PPP Projects: Based on Real Options and Risk Allocation (2018)A Concession Period and Price…Sharing the Big Risk: Assessment Framework for Revenue Risk Sharing Mechanisms in Transportation Public-Private Partnerships (2017)Sharing the Big Risk: Assessm…Optimized real options-based approach for government guarantees in PPP toll road projects (2017)Optimized real options-based …Valuation of projects with minimum revenue guarantees: A Gaussian copula–based simulation approach (2016)Valuation of projects with mi…Alternative Model for Determining the Optimal Concession Period in Managing BOT Transportation Projects (2014)Alternative Model for Determi…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of Rational Option Pricing (1973)Determinants of corporate borrowing (1977)Option values under stochastic volatility: Theory and empirical estimates (1987)THE GARCH OPTION PRICING MODEL (1995)Arbitrage Theory in Continuous Time (2004)Option pricing: A simplified approach (1979)Option Prices as Predictors of Equilibrium Stock Prices (1982)Urban Land Prices Under Uncertainty (1985)Randomization and the American Put (1998)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)Theory of rational option pricing (2005)An Intertemporal Capital Asset Pricing Model (1973)Investment and the Valuation of Firms When There is an Option to Shut Down (1985)Changes of numéraire, changes of probability measure and option pricing (1995)The American Put Option Valued Analytically (1984)The Pricing of Options on Assets with Stochastic Volatilities (1987)The Pricing of Options with Default Risk (1987)Valuing Derivative Securities Using the Explicit Finite Difference Method (1990)Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (2004)Value at Risk (2000)An introduction to statistical finance (2002)An evolutionary heuristic for the index tracking problem (2003)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Arbitrage Theory in Continuous Time (1998)A critical review on supply chain risk – Definition, measure and modeling (2014)Decentralization of Governance and Development (2002)Urban Informality: Toward an Epistemology of Planning (2005)Why India Cannot Plan Its Cities: Informality, Insurgence and the Idiom of Urbanization (2009)
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References

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  • 2017Economic and Political Weekly8,972 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1976The valuation of options for alternative stochastic processes2,935 cited
  • 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
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  • 1988The Valuation of Sequential Exchange Opportunities269 cited
  • 2003The value of management flexibility—a real option approach to investment evaluation202 cited
  • 2004Valuation techniques for infrastructure investment decisions187 cited
  • 2007Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects168 cited
  • 2002An option pricing-based model for evaluating the financial viability of privatized infrastructure projects157 cited
  • 2002

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A real options approach to valuing strategic flexibility in uncertain construction projects
146 cited

Cited by

  • 2017Optimized real options-based approach for government guarantees in PPP toll road projects55 cited
  • 2018A Concession Period and Price Determination Model for PPP Projects: Based on Real Options and Risk Allocation55 cited
  • 2017Sharing the Big Risk: Assessment Framework for Revenue Risk Sharing Mechanisms in Transportation Public-Private Partnerships51 cited
  • 2014Alternative Model for Determining the Optimal Concession Period in Managing BOT Transportation Projects46 cited
  • 2021Effects of Public Supports for Mitigating Revenue Risk in Public–Private Partnership Projects: Model to Choose Among Support Alternatives41 cited
  • 2018Minimum revenue guarantees valuation in PPP projects under a mean reverting process38 cited
  • 2016Valuation of projects with minimum revenue guarantees: A Gaussian copula–based simulation approach30 cited
  • 2018Traffic Allocation Mode of PPP Highway Project: A Risk Management Approach6 cited
  • 2020Modeling of traffic flows in the justification of projects of road construction in conditions of concession4 cited