Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects

By Nicola Chiara, Michael J. Garvin, Jan Vecer. 2007

150 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/c7b16944a0d15d14e6b8a5363342ff95b8f90fe2

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Luiz E. Brandão
2. Carlos Oliveira Cruz
3. Rui Cunha Marques
4. Eduardo C. G. Saraiva

In Finance

1. Luiz E. Brandão
2. Eduardo C. G. Saraiva

In Strategy and Management

1. Luiz E. Brandão
2. Carlos Oliveira Cruz
3. Rui Cunha Marques
4. Eduardo C. G. Saraiva

Citations in the corpus

• Flexible contracts to cope with uncertainty in public–private partnerships (2013, background): “Nevertheless, this has also been seen regarding the risk sharing between the two agents, and not so much concerning the value maximisation of the project (Chiara et al., 2007; Grimsey and Lewis, 2002; Lonsdale, 2005; Meda, 2007).”
• The option value of government guarantees in infrastructure projects (2008, methodology): “Chiara et al. (2007) develop a model where the MRG is in the form of Bermudan and Australian options which is solved using a least squares simulation approach and apply this to a hypothetical case.”