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A barrier options approach to modeling project failure: The case of hydrogen fuel infrastructure
16 references·3 citing·38 second hop
A barrier options approach to modeling project failure: The case of hydrogen fuel infrastructure (2015)A barrier options approach to modeling pr…Encyclopedia of Law and Economics (2015)Encyclopedia of Law and Econo…An Introduction to the Mathematics of Financial Derivatives (2014)An Introduction to the Mathem…Policy And Planning For Large Infrastructure Projects : Problems, Causes, Cures (2005)Policy And Planning For Large…How (In)accurate Are Demand Forecasts in Public Works Projects?: The Case of Transportation (2005)How (In)accurate Are Demand F…Why Study Large Projects? An Introduction to Research on Project Finance (2004)Why Study Large Projects? An …Real options reasoning and a new look at the R&D investment strategies of pharmaceutical firms (2003)Real options reasoning and a …A barrier option framework for corporate security valuation (2003)A barrier option framework fo…Strategic Delay in a Real Options Model of R&D Competition (2002)Strategic Delay in a Real Opt…Estimating the Price of Default Risk (1999)Estimating the Price of Defau…Derivatives: The Theory and Practice of Financial Engineering (1998)Derivatives: The Theory and P…A Continuity Correction for Discrete Barrier Options (1997)A Continuity Correction for D…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyA Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…The valuation of compound options (1979)The valuation of compound opt…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…Investment of hydrogen refueling station based on compound real options (2024)Investment of hydrogen refuel…Flexibility to switch project size: A real option application for photovoltaic investment valuation (2022)Flexibility to switch project…Analyzing the Business Case for Hydrogen-Fuel Infrastructure Investments with Endogenous Demand in The Netherlands: A Real Options Approach (2020)Analyzing the Business Case f…The Pricing of Options and Corporate Liabilities (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)Prospect Theory: An Analysis of Decision under Risk (1979)Heuristics and Biases (2002)Megaprojects and Risk (2003)From Nobel Prize to Project Management: Getting Risks Right (2006)Survival of the unfittest: why the worst infrastructure gets built--and what we can do about it (2009)Should we build more large dams? The actual costs of hydropower megaproject development (2014)Absorptive Capacity: A New Perspective on Learning and Innovation (1990)Common risk factors in the returns on stocks and bonds (1993)Technological and product‐market experience and the success of new product introductions in the pharmaceutical industry (2004)Firm, strategic group, and industry influences on performance (2006)Determinants of Firms' Backward- and Forward-Looking R&D Search Behavior (2008)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Dynamic Asset Pricing Theory. (1993)Counterparty Risk and the Pricing of Defaultable Securities (2001)Measuring Abnormal Bond Performance (2008)The Determinants of Credit Default Swap Premia (2009)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Theory of rational option pricing (2005)Value at Risk (2000)An introduction to statistical finance (2002)An evolutionary heuristic for the index tracking problem (2003)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Option pricing: A simplified approach (1979)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Stakeholder management studies in mega construction projects: A review and future directions (2014)Front-end definition of projects: Ten paradoxes and some reflections regarding project management and project governance (2015)Getting the territory right: infrastructure-led development and the re-emergence of spatial planning strategies (2019)Capital markets research in accounting (2001)
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281 cited

Cited by

  • 2024Investment of hydrogen refueling station based on compound real options26 cited
  • 2020Analyzing the Business Case for Hydrogen-Fuel Infrastructure Investments with Endogenous Demand in The Netherlands: A Real Options Approach21 cited
  • 2022Flexibility to switch project size: A real option application for photovoltaic investment valuation20 cited