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- W2352808822 abstract "This paper introduces the real options in the transqortation infrastructure public-private-partnership project and establishes a pricing model of real options by improving Black-Scholes model.Then a study is made on the single factor sensitivity analysis model based on the Greeks indexes and the multi-factor sensitivity analysis model based on Monte Carlo simulation.Finally,the applicability of the proposed models is illustrated through a case study." @default.
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- W2352808822 date "2011-01-01" @default.
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- W2352808822 title "Pricing Model and Sensitivity Analysis of Real Options in Transportation Infrastructure Public-Private-Partnership Project" @default.
- W2352808822 hasPublicationYear "2011" @default.
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