Real Options–Based Approach for Valuation of Government Guarantees in Public–Private Partnerships-Reference-Cited by-同舟云学术

Real Options–Based Approach for Valuation of Government Guarantees in Public–Private Partnerships

Published:2013-06 Issue:2 Volume:19 Page:196-204
ISSN:1076-0342
Container-title:Journal of Infrastructure Systems
language:en
Short-container-title:J. Infrastruct. Syst.

Author:

Almassi Ali¹,McCabe Brenda²,Thompson Matthew³

Affiliation:

1. Manager, Market Risk Measurement, Scotiabank, 2nd fl-4 King W., Toronto, ON M5H 1B6 (corresponding author).

2. Associate Professor, Civil Engineering, Univ. of Toronto, Toronto, ON M5S 1A4, Canada.

3. Assistant Professor, Management Science, Queen’s School of Business, Kingston K7L 3N6, Canada.

Publisher

American Society of Civil Engineers (ASCE)

Subject

Civil and Structural Engineering

Link

http://ascelibrary.org/doi/pdf/10.1061/%28ASCE%29IS.1943-555X.0000117

Reference23 articles.

1. The option value of government guarantees in infrastructure projects

2. WHEN IS THE SHORT RATE MARKOVIAN?

3. Valuing governmental support in infrastructure projects as real options using Monte Carlo simulation

4. Chiara N. (2006). “Real option methods for improving economic risk management in infrastructure project finance.” Ph.D. thesis Graduate School of Arts and Sciences Columbia Univ. New York.

5. Variance models for project financial risk analysis with applications to greenfield BOT highway projects

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