Papers, text-books, and dissertations
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Boer, F.P. (2002a): "The Real Options Solution – Finding Total Value in a High-Risk World" John Wiley & Sons, Inc., 2002, 406 pp. Boer, F.P. (2000): “Valuation of Technology Using ‘Real Options’” Research . Technology Management, July-August 2000, pp. 26-30 Boer, F.P. (1999): "The Valuation of Technology - Business and Financial Issues in R&D" John Wiley & Sons, Inc., 1999, 403 pp. Bollen, N.P.B. (1998): "Real Options and Product Life Cycles" Working Paper, University of Utah, October 1998, 32 pp., and Management Science, May 1999 Bolthausen, E. & M. Dozzi & F. Russo, Eds. (1995): “Seminar on Stochastic Analysis, Random Fields and Applications – Centro Stefano Francini, Ascona, 1993” Birkhäuser Verlag, 1995, 391 pp. Bonini, C.P. (1977): “Capital Investment under Uncertainty with Abandonment Options” Journal of Financial and Quantitative Analysis, March 1977, pp.39-54 Bonomi, C.A. & O. Malvessi (2002): "Project Finance no Brasil" (Project Finance in Brazil) Ed. Atlas, 2002, 363 pp. (in Portuguese) Bonomo, M. (2002): "Finanças Aplicadas ao Brasil" (Applied Finance in Brazil) FGV Editora, Rio de Janeiro, 2002, 480 pp. (in Portuguese) Bonomo, M. & R. Garcia (1994): “Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean-Reversion?” Journal of Applied Econometrics, vol.9, no 1, 1994, pp.19-29 Border, K. C. (1985): “Fixed Point Theorems with Applications to Economics and Game Theory” Cambridge University Press, 1985, 129 pp. Borge, D. (2001): "The Book of Risk" John Wiley & Sons, Inc., 2001, 244 pp. Borgelt, C. & R. Kruse (2002): "Graphical Models – Methods for Data Analysis and Mining" John Wiley & Sons, Inc., 2002, 358 pp. Borkar, V.S. (1995): "Probability Theory – An Advanced Course" Springer-Verlag New York, Inc., 1995, 138 pp. Borondin, A.N. & P. Salminen (1996): “Handbook of Brownian Motion – Facts and Formulae” Birkhäuser Verlag Basel, 1996, 462 pp. Borowski, E.J. & J.M. Borwein (1991): "The HarperCollins Dictionary of Mathematics" HarperCollins Publishers, 1991, 660 pp. Bosq, D. (1998): "Nonparametric Statistics for Stochastic Processes – Estimation and Prediction" Springer Verlag Berlin, Lecture Notes in Statistics 110, 1998, 210 pp. Bossaerts, P.L. (2002): "The Paradox of Asset Pricing" Princeton University Press, 2002, 170 pp. Bossaerts, P.L. & B.A. degaard (2001): "Lectures Notes on Corporate Finance" World Scientific Pub., 2001, 231 pp. Botteron, P. & M. Chesney & R. Gibson-Asner (1999): "An Application of Exotic Options to Firms' Strategic Delocatization Policies under Exchange Rate Risk" Paper presented at the to the 3rd Annual International Conference on Real Options, June 1999, Netherlands, 31 pp. Bouchaud, J.P. & M. Potters (2000): “Theory of Financial Risks: From Statistical Physics to Risk Management” Cambridge University Press, 2000, 218 pp. Bouleau, N. & D. Lépingle (1994): “Numerical Methods for Stochastic Processes” John Wiley & Sons, Inc., 1994, 359 pp. Bowman, E.H. & D. Hurry (1993): “Strategy Through the Options Lens: An Integrated View of Resource Investments and the Incremental-Choice Process” Academy of Management Review, vol.18, no 4, 1993, pp.760-782 Boyarchenko, S.I. & S.Z. Levendorskii (2002): "Non-Gaussian Merton-Black-Scholes Theory" World Scientific Pub., 2002, 398 pp. Boyarchenko, S.I. & S.Z. Levendorskii (1999): "Option Pricing for Truncated Lévy Processes" Working paper, Un. of Pennsylvania and Rostov State Academy of Economy, 1999, 30 pp. Boyle, P.P. (1988): “A Lattice Framework for Option Pricing with Two State Variables” Journal of Financial and Quantitative Analysis, vol.23, no 1, pp.1-12 Boyle, P. (1977): “Options: A Monte Carlo Approach” Journal of Financial Economics, May 1977, pp.323-338 Boyle, P. & Boyle, F. (2001): “Derivatives – The Tools that Changed Finance” Risk Books, 2001, 203 pp. Boyle, P. & M. Broadie & P. Glasserman (1997): “Monte Carlo Methods for Security Pricing” Journal of Economic Dynamics and Control, June 1997, vol.21, no 8-9, pp.1267-1321 Boyle, P.P. & J.Evnine & S. Gibbs (1989): “Numerical Evaluation of Multivariate Contigent Claims” Review of Financial Studies, vol.2, no 2, 1989, pp.241-250 Boyle, P.P. & A.W. Kolkiewicz & K.S. Tan (2002): "Pricing American Derivatives Using Simulation: A Biased Low Approach" in Fang, K.-T. & F.J. Hickernell & H. Niederreiter, Eds., Monte Carlo and Quasi-Monte Carlo Methods 2000 - Springer-Verlag Berlin Heidelberg, 2002, pp.181-200 Boyle, P. & G. Pennacchi & P. Ritchken, (Eds.), (1999): “Advances in Futures and Options Research, vol.10” JAI Press Inc., 1999, 265 pp. Boyle, P. & G. Pennacchi & P. Ritchken, (Eds.), (1997): “Advances in Futures and Options Research, vol.9” JAI Press Inc., 1997, 296 pp. Brach, M.A. (2003): "Real Options in Practice" John Wiley & Sons, Inc., 2003, 370 pp. Bradley, P.G. (1998): “On the Use of Modern Asset Pricing Theory for Comparing Alternative Royalty Systems for Petroleum Development Projects” Energy Journal, vol.19, no 1, January 1998, pp.47-81 Brams, S.J. (1994): "Theory of Moves" Cambridge University Press, 1994, 248 pp. Brandão, L.E.T. (2001): “Qual o Momento Certo de Investir na Empresa?” (What Is the Right Timing to Invest in the Firm?) Conjuntura Econômica, February 2001, vol.55, no 2, pp.40-41 (in Portuguese) Brandão, L.E.T. (2000): “Manual do Instrutor para o Livro Investment under Uncertainty do Dixit & Pindyck” (An Instructor Manual for the book Investment under Uncertainty of Dixit & Pindyck) PUC-Rio, Dept. de Eng. Industrial, 2000 (in Portuguese) Brandenburger, A.M. & B. Nalebuff (1996): “Co-opetition” Doubleday Eds., May 1996, 290 pp. Brandenburger, A.M. & B. Nalebuff (1995): “The Right Game: Use Game Theory to Shape Strategy” Harvard Business Review, July-August 1995, pp.57-71 Branscomb, L.M. & P.E. Auerswald, Eds. (2001): “Taking Technical Risks” MIT Press, 2001, 210 pp. Brasil, H.G. (2002): "Avaliação Moderna de Investimentos" (Modern Investment Valuation) Qualimark Ed. Ltda., 2002, 223 pp. (in Portuguese) Bratley, P. & B.L. Fox & L.E. Schrage (1987): "A Guide to Simulation" Springer-Verlag New York Inc., 2nd Ed., 1987, 397 pp. Brealey, R.A. & S.C. Myers (2003a): “Brealey & Myers on Corporate Finance – Capital Investment and Valuation” McGraw-Hill, Inc., 2003, 558 pp. Brealey, R.A. & S.C. Myers (2003b): “Brealey & Myers on Corporate Finance – Financing and Risk Management” McGraw-Hill, Inc., 2003, 478 pp. Brealey, R.A. & S.C. Myers (2000): “Principles of Corporate Finance” McGraw-Hill, Inc., sixth ed., 2000, 1093 pp. Breen, R. (1991): “The Accelerated Binomial Option Pricing Model” Journal of Financial and Quantitative Analysis, vol.26, no 2, pp.153-164 Breiman, L. (1969): "Probability and Stochastic Processes – With a View Toward Applications" Houghton Mifflin Co., Boston, 1969, 324 pp. Breiman, L. & J.H. Friedman & R.A. Olshen & C.J. Stone (1984): "Classification and Regression Trees" Chapman & Hall/CRC Press, 1984, 358 pp. Brekke, K.A. & B. ksendal (1994): “Optimal Switching in an Economic Activity under Uncertainty” SIAM Journal of Control Optimization, vol.32, no 4, July 1994, pp.1021-1036 Brekke, K.A. & B. ksendal (1991): “The High Contact Principle as a Sufficiency Condition for Optimal Stopping” Stochastic Models and Options Values, eds. D.Lund and B.ksendal, New York: North-Holland, pp.187-208 Brekke, K.A. & B. Schieldrop (1999): "Investments in Flexible Technologies Under Uncertainty" Paper presented at the 3rd Annual International Conference on Real Options, Wassenaar, The Netherlands, June 1999, 19 pp. Brémaud, P. (1999): “Markov Chains – Gibbs Fields, Monte Carlo Simulation, and Queues” Springer-Verlag New York, 1999, 444 pp. Brémaud, P. (1988): “An Introduction to Probabilistic Modeling” Springer-Verlag New York, 1988, 207 pp. Brennan, M.J. (1995a): “The Term Structure of Discount Rates” Working Paper, UCLA #10-93, version of June 1995, 30 pp. Brennan, M.J. (1995b): “Corporate Finance Over the Past 25 Years” Financial Management, vol.24, no 2, Summer 1995, pp.9-22 Brennan, M. J. (1991): “The Price of Convenience and the Valuation of Commodity Contingent Claims” Stochastic Models and Options Values, eds. D.Lund and B.ksendal, New York: North-Holland, pp.33-71 Brennan, M.J. (1958): “The Supply of Storage” American Economic Review, vol.48, March 1958, pp.50-72 Brennan, M.J. & E.S. Schwartz (1985): “Evaluating Natural Resource Investment” Journal of Business, vol.58, no 2, 1985, pp.135-157 Brennan, M. & E. Schwartz (1980): “Analysing Convertible Bonds” Journal of Financial and Quantitative Analysis, vol.15, no 4, November 1980, pp.907-932 Brennan, M.J. & E.S. Schwartz (1978): “Finite Difference Methods and Jump Processes Arising in the Price of Contingent Claims: a Synthesis” Journal of Financial and Quantitative Analysis no 13, September 1978, pp. 461-474 Brennan, M. & E. Schwartz (1977a): “Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion” Journal of Finance, vol.32, no 5, December 1997, pp.1699-1715 Brennan, M.J. & E.S. Schwartz (1977b): “The Valuation of American Put Options” Journal of Finance, vol.32, no 2, May 1977, pp.449-462 Brennan, M.J. & L. Trigeorgis, Eds. (2000): "Project Flexibility, Agency, and Competition - New Developments in the Theory and Applications of Real Options" Oxford University Press, 2000, 357 pp. Brenner, M. & G. Courtadon & M. Subrahnanyam (1985): “Options on the Spot and Option on Future” Journal of Finance, vol.40, no 5, December 1985, pp.1303-1317 Brenner, R., A. (2000): “Why Society Needs ‘Irrational Exuberance’ – and What This Means for Valuations and Monetary Policy” Journal of Applied Corporate Finance, vol.13, no 2, Summer 2000, pp.112-117 Brickley, J. & C. Smith & J. Zimmerman (2000): “An Introduction to Game Theory and Business Strategy” Journal of Applied Corporate Finance, vol.13, no 2, Summer 2000, pp.84-98 Brickley, J.A. & C.W. Smith Jr. & J.L. Zimmerman (1997): "Managerial Economics and Organizational Architecture" McGraw-Hill Co., Inc., 1997, 475 pp. Brigo, D. & F. Mercurio (2001): “Interest Rate Models – Theory and Practice” Springer Verlag Berlin Heidelberg, 2001, 518 pp. Briys, E. & M. Bellalah & H.M. Mai & F. Varenne (1998): “Options, Futures and Exotic Derivatives – Theory, Application and Practice” John Wiley & Sons Ltd., 1998, 449 pp. Brodie, M. & J. Detemple (1997): “The Valuation of American Options on Multiple Assets” Mathematical Finance, vol.7, no 3, July 1997, pp. 241-286 Broadie, M. & J. Detemple (1996a): “American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods” Review of Financial Studies, vol.9, no 4, Winter 1996, pp.1211-1250 Broadie, M. & J. Detemple (1996b): “Recents Advances in Numerical Methods for Pricing Derivative Securities” Working Paper, Cirano 96s-17, Montréal, May 1996, 21 pp. Broadie, M. & J. Detemple (1996c): “American Options on Dividend-Paying Assets” Working Paper, Cirano 96s-16, Montréal, March 1996, 36 pp. Broadie, M. & P. Glasserman (1997): “Pricing American-Style Securities Using Simulation” Journal of Economic Dynamics and Control, June 1997, vol.21, no 8-9, pp.1323-1352 Broadie, M. & P. Glasserman & G. Jain (1997): “Enhanced Monte Carlo Estimates for American Option Prices” Journal of Derivatives, vol.5, pp.25-44 Brock, W.A. & Malliaris, A.G. (1989): “Differential Equations, Stability and Chaos in Dynamic Economics” Elsevier Science, North-Holland Advanced Textbooks in Economics, 1989, 389 pp. Brockhaus, O. & A. Ferraris & C. Gallus & D. Long & R. Martin & M. Overhaus (1999): "Modelling and Hedging Equity Derivatives" Risk Books, 1999, 287 pp. Bronson, R. (1982): “Theory and Problems of Operations Research” McGraw Hill, Schaum’s Outline Series, 1982, 328 pp. Brookfield, D. (1995): “Risk and Capital Budgeting: Avoiding the Pitfalls in Using NPV When Risk Arises” Management Decision, vol.33, no 8, 1995, pp.56-59 Brooks, C. (2002): "Introductory Econometrics for Finance" Cambridge University Press, 2002, 701 pp. Brooks, R. (2000): “Building Financial Derivatives with C++” Quorum Books, 2000, 215 pp. Brotherton-Ratcliffe, R. (1994): “Monte Carlo Motoring” Risk, vol.7 no 12, December 1994, pp.53-57 Brousseau, E. & J-M. Glachant, eds. (2002): "The Economics of Contracts – Theory and Applications" Cambridge University Press, 2002, 584 pp. Brown, W.S. (1995): “Principles of Macroeconomics” West Publishing Co., 1995, 651 pp. Browne, S. (1998): "Stochastic Differential Portfolio Games" Working Paper, Columbia University, June 1998, 27 pp. Broyles, J. (2003): "Financial Management and Real Options" John Wiley & Sons, Ltd., West Sussex, UK, 2003, 444 pp. Brunnermeier, M.K. (2001): “Asset Pricing under Asymmetric Information” Oxford University Press, 2001, 244 pp. Brzezniak, Z. & T. Zastawniak (1999): "Basic Stochastic Processes" Springer-Verlag London Ltd., 1999, 225 pp. Buchen, P.W. (1996): “Pricing European Barrier Options” Working Paper, University of Sydney (Australia), 1996, 9 pp. Buckley, A. (1998): “International Investment – Value Creation and Appraisal – A Real Option Approach” Copenhagen Business School Press, 1998, 321 pp. Buckley, A. (1996): “International Capital Budgeting” Prentice Hall Ed., 1996, 373 pp. Buckley, A. & K. Tse (1996): “Real Operating Options and Foreign Direct Investment: A Synthetic Approach” European Management Journal, vol.14, no 3, June 1996, pp.304-314 Buckley, J.J. & E. Eslami & T. Feuring (2002): "Fuzzy Mathematics in Economics and Engineering" Physica-Verlag Heidelberg New York, 2002, 272 pp. Bullen, S. & J. Green & R. Bovey & R. Rosenberg (2001): "Excel 2002 VBA – Programmer's Reference" Wrox Press Ltd., 2001, 993 pp. Burden, R. & J.D. Faires (2001): “Numerical Analysis” Brooks/Cole Publishing Co., 7th Edition, 2001, 841 pp. Burger, E.B. & M. Starbird (2000): "The Heart of Mathematics – An Invitation to Effective Thinking" Key College Publishing, 2000, 646 pp. Burnetas, A.N. & P. Ritchken (1997): “On Rational Jump Diffusion Models: An Approach Using Potentials” Review of Derivatives Research, no 1, 1997, pp.325-349 Burns, J. & I. Lewis & G. Sick (1992): “Valuing Petroleum Investments Using Discrete Option Pricing Theory” SPE paper no 24475 Burton, M.D. & A. Moel & P. Tufano (1999): "Alternative Explanations for Managerial Flexibility: Economic and Sociological Analysis of Mine Closing Decisions" Paper presented at the to the 3rd Annual International Conference on Real Options, June 1999, Netherlands, 55 pp. Busby, J.S. & C.G.C. Pitts (1998): “Assessing Flexibility in Capital Investment – A Guide to Applying Real Options Principles in Investment Appraisal” CIMA Publishing, London, 1998, 64 pp. Business Week (1999): "Exploiting Uncertainty" Business Week, USA Ed., June 7, 1999, Peter Coy report, pp.118-124 Bustos, O.H. & A.C. Frery (1992): “Simulação Estocástica: Teoria e Algoritmos” (“Stochastic Simulation: Theory and Algorithms”) IMPA, Monografias de Matemática no 49, Rio de Janeiro, 1992, 148 pp. (in Portuguese) Butler, C. (1999): "Mastering Value at Risk - A Step-by-Step Guide to Understanding and Applying VaR" Financial Times Prof. Ltd., 1999, 241 pp. Butler, K.C. (2000): "Multinational Finance" South-Western College Pub., 2nd Ed., 2000, 684 pp. Byrd, J. & R. Parrino & G. Oritsch (1998): "Stockholder-Manager Conflicts and Firm Value" Financial Analysts Journal, May/June 1998, pp.14-30 Caballero, R. & R. Pindyck (1992, 1996): “Uncertainty, Investment, and Industry Evolution” NBER working paper no 4160, September 1992, 29 pp., and International Economic Review, vol.37, August 1996, pp.641-662 Cabral, L.M.B. (2000): "Introduction to Industrial Organization" MIT Press, 2000, 354 pp. Caflisch, R.E. & W. Morokoff & A. Owen (1997): “Valuation of Mortgage-Backed Securities Using Brownian Bridges to Reduce Effective Dimension” in Dupire’s Eds., Monte Carlo, Risk Books, 1998, pp.301-314 – Reprinted version of the original published in Journal of Computational Finance, vol.1, 1997 Cairoli, R. & R.C. Dalang (1996): “Sequential Stochastic Optimization” John Wiley & Sons, Inc., 1996, 327 pp. Calistrate, D. & M. Paulhus & M. Powojowski & G. Sick (1999): "Uncertainty in the Petroleum Industry" Paper presented at the to the 3rd Annual International Conference on Real Options, June 1999, Netherlands, 18 pp. Calistrate, D. & M. Paulhus & G. Sick (1999): "A Recombining Binomial Tree for Valuing Real Options with Complex Structures" Paper presented at the to the 3rd Annual International Conference on Real Options, June 1999, Netherlands, 10 pp. Camerer, C.F. (1991): “Does Strategy Research Need Game Theory?” Strategic Management Journal, vol.12, 1991, pp.137-152 Campa, J.M. (1994): “Multinational Investment under Uncertainty in the Chemical Processing Industries” Journal of International Business Studies, Third Quarter 1994, pp.557-578 Campa, J.M. & P.H.K. Chang & J.F. Refalo (1999): "An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997" NBER Working Paper no 6929, February 1999, 43 pp. Campa, J.M. & P.H.K. Chang (1995): “Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options” Journal of Finance, vol.1, no 2, June 1995, pp.529-547 Campbell, C.J. (1997): "The Coming Oil Crisis" Multi-Science Pub. Co. & Petroconsultants S.A., 1997, 210 pp. Campbell, J.Y. & A.W. Lo & A.C. MacKinlay (1997): “The Econometrics of Financial Markets” Princeton University Press, 1997, 611 pp. Campbell, J.Y. & L.M. Viceira (2002): "Strategic Asset Allocation – Portfolio Choice for Long-Term Investors" Oxford University Press, 2002, 257 pp. Cannings, C. & J.C. Whittaker (1995): “The Finite Horizon War of Attrition” Games and Economic Behavior, vol.11, 1995, pp.193-236 Capinski, M. & E. Kopp (1999): “Measure, Integral and Probability” Springer-Verlag London Limited, 1999, 227 pp. Capinski, M. & T. Zastawniak (2001): “Probability Through Problems” Springer-Verlag New York, Inc., 2001, 257 pp. Caplin, A. & J. Leahy (1998): “Miracle on Sixth Avenue: Information Externalities and Search” Economic Journal, vol.108, January 1998, pp.60-74 Caplin, A. & J. Leahy (1994): “Business as Usual, Market Crashes, and Wisdom After the Fact” American Economic Review, vol.84, no 3, June 1994, pp.548-565 Caplin, A. & Leahy, J. (1993): “Sectoral Shocks, Learning, and Aggregate Fluctuations” Review of Economic Studies, October 1993, vol.4, no 60, pp.777-794 Capozza, D.R. & Y. Li (1994): “The Intensity and Timing of Investment: The Case of Land” American Economic Review, vol.84, no 4, September 1994, pp.889-904 Cappoza, D.R. & G.A. Sick (1991): “Valuing Long Term Leases: The Option To Redevelop” Journal of Real Estate Finance and Economics, vol.4, no 2, June 1991, pp.209-223 Cappoza, D.R. & R. Helsley (1990): “The Stochastic City” Journal of Urban Economics, vol.28, no 2, September 1990, pp.295-306 Carlson, M. & Z. Khokher & S. Titman (2000): “An Equilibrium Analysis of Exhaustible Resource Investments” Paper presented at the 4th Annual International Conference on Real Options, July 2000, University of Cambridge, 42 pp. Carr, P. (1997): “Static Hedging of Timing Risk” Working Paper, Morgan Stanley, May 1997, 29 pp. Carr, P. (1995): “The Valuation of American Exchange Options with Application to Real Options” Real Options in Capital Investments: Models, Strategies, and Aplications Ed. by L. Trigeorgis, Praeger Publisher, Westport, Conn., 1995, pp.109-120 Carr, P. (1988): “The Valuation of Sequential Exchange Opportunities” Journal of Finance, vol.43, December 1988, pp.1235-1256 Carr, P. & M. Chesney (1996): “American Put-Call Symmetry” Working Paper, Morgan Stanley & Groupe H.E.C., November 1996, 16 pp. Carr, P. & D. Faguet (1996): “Valuing Finite-Lived Options as Perpetual” Working Paper, Cornell University-JGSM, June 1996, 34 pp. Carr, P. & G. Yang (1998): “Simulating American Bond Options in an HJM Framework” Working Paper, Morgan Stanley & Open Link Financial, February 1998, 22 pp. Carriere, J.F. (1996): “Valuation of the Early-Exercise Price for Options Using Simulations and Nonparametric Regression” Insurance: Mathematics and Economics, vol.19, 1996, pp.19-30 Carter, M. (2001): "Foundations of Mathematical Economics" MIT Press, 2001, 649 pp. Carter, M. & B. van Brunt (2000): "The Lebesgue-Stieltjes Integral – A Practical Introduction" Springer-Verlag New York, Inc., 2000, 228 pp. Carvalho, R.M. & A.Z. Remacre & S.B. Suslick (2000): “Geostatistical Simulation and Option Pricing Techniques: A Methodology to Integrate Geological Models in the Mining Evaluation Projects” Geostats 2000 Cape Town, Proceedings, Kleingeld & Krige (Eds.), 10 pp. Casti, J.L. (2000): "Five More Golden Rules – Knots, Codes, Chaos, and Other Great Theories of 20th-Century Mathematics" John Wiley & Sons, Inc., 2000, 268 pp. Casti, J.L. (1996): "Five Golden Rules – Great Theories of 20th-Century Mathematics – and Why They Matter" John Wiley & Sons, Inc., 1996, 235 pp. Castillo-Ramírez, A. (2000): “An Application of Natural Resource Evaluation Using a Simulation-Dynamic Programming Approach” Journal of Computational Finance, Winter 1999/2000, vol.3, no 2, pp.91-107 Castro, A.L. (2000): “Avaliação de Investimento de Capital em Projetos de Geração Termoelétrica no Setor Elétrico Brasileiro Usando Teoria das Opções Reais” (Evaluation of Capital Investment in Thermoelectric Generation Projects in the Brazilian Electricity Sector Using Real Options Theory) M.Sc. Dissertation, Dept. of Industrial Engineering, PUC-Rio, April 2000, 106 pp. (in Portuguese) Chalasani, P. & S. Jha & K.J. Sullivan (1997): “An Options Approach to Software Prototyping” Carnegie Mellon University Working Paper, 1997, 10 pp. Chambers, L., Eds. (1999): “Practical Handbook of Genetic Algorithms – Complex Coding Systems Volume III” CRC Press LLC, 1999, 572 pp. Chambers, L., Eds. (1995): “Practical Handbook of Genetic Algorithms – Applications Volume I” CRC Press LLC, 1995, 555 pp. Chambers, R.G. & J. Quiggin (2000): “Uncertainty, Production, Choice, and Agency – The State-Contingent Approach” Cambridge University Press, 2000, 373 pp. Chamley, C. & D. Gale (1994): “Information Revelation and Strategic Delay in a Model of Investment” Econometrica, vol. 62, no 5 - September, 1994, pp.1065-1085 Chance, D.M. (1998): An Introduction to Derivatives” Dryden Press, Fourth Edition, 1998, 785 pp. Chandrasekhar, S. (1943): "Stochastic Problems in Physics and Astronomy" in N. Wax, eds., Selected Papers on Noise and Stochastic Processes, Dover Pub., 1954, pp.3-91 (originally published in Reviews of Modern Physiscs, vol15, no 1, January 1943) Chang, C.W. & J.S.K. Chang (1996): “Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time” Management Science, vol.42, no 7, July 1996, pp.974-991 Chan-Lau, J.A. & P.B. Clark (1998): “Fixed Investment and Capital Flows: A Real Options Approach” IMF Working Paper WP/98/125, August 1998, 28 pp. Chapman, C. & S. Ward (1997): “Project Risk Management – Processes, Techniques and Insights” John Wiley & Sons Ltd., 1997, 322 pp. Chapra, S.C. & R.P. Canale (2002): “Numerical Methods for Engineers – With Software and Programming Applications” McGraw-Hill Co., Inc., 4th Ed., 2002, 926 pp. Charnes, J.M. (2000): “Using Simulation for Option Pricing” Proceedings of the 2000 Winter Simulation Conference, 2000, 7 pp. Chatterjee, R. & J. Eliashberg (1990): “The Innovation Diffusion Process in a Heterogeneous Population: A Micromodeling Approach” Management Science, vol.36, September 1990, pp.1057-1074 Chen, A.H. & J.A. Conover & J.W. Kensinger (2001): “Evaluating Virtual Options” Paper presented at the 5th Annual International Conference on Real Options, UCLA, Los Angeles, July 2001, 38 pp. Chen, D.M. & R.L.Welch (1993): “The Relative Mispricing of American Calls under Alternative Dividend Model” Advances in Futures and Options Research, vol.6, 1993, pp.15-43 Chen, M-H. & Q-M Shao & J.G. Ibrahim (2000): "Monte Carlo Methods in Bayesian Computation" Springer Verlag New York, Inc., 2000, 386 pp. Cheney, W. & D. Kincaid (1999): "Numerical Mathematics and Computing" Brooks/Cole Publishing Co., 4th Ed., 1999, 671 pp. Cherian, J.A. & J. Patel & I. Khripko (1998): "Optimal Extraction of Nonrenewable Resources When Costs Cumulate" Working Paper, Boston University, September 1998, 36 pp., forthcoming in Brennan & Trigeorgis Eds. "Flexibility, Natural Resources, and Strategic Options", Oxford University Press Chesbrough, H.W. & D.J. Teece (1996): “When Virtual is Virtuous? Organizing for Innovation” Harvard Business Review, Jan./Feb. 1995, pp.65-73 Chesney, M. & R. J. Elliott & R. Gibson (1993): “Analitical Solutions for the Pricing of American Bond and Yield Options" Mathematical Finance, vol.3, No. 3, July 1993, pp. 277-294 Chesney, M. & M. Jeanblanc-Picqué & M. Yor (1997): "Brownian Excursions and Parisian Barrier Options" Advances in Applied Probability, 1997, no 29, pp. 165-184 Chew Jr., D.H. (Eds.) 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(1996): “Investment under Uncertainty in Exploration & Production of Petroleum” Dep. of Industrial Engineering, PUC-RJ, Master’s Dissertation (in Portuguese), 1996, 470 pp. Dias, M.A.G. (1995): “Investment under Uncertainty in E&P” Paper presented at the II EEVTE, Petrobras, November 8-10, 1995 (in Portuguese). Proceedings, pp.9-25 Dickens, R.N. & J. Lohrenz (1996): “Evaluating Oil and Gas Assets: Option Pricing Methods Prove No Panacea” Journal of Financial and Strategic Decisions, vol.9, no 2, Summer 1996, pp.11-19 Diebold, F.X. (2001): “Elements of Forecasting” South-Western Pub., 2nd Ed., 2001, 392 pp. Dimson, E. & P. Marsh & M. Staunton (2002): "Triumph of the Optimists – 101 Years of Global Investment Returns" Princeton University Press, 2002, 339 pp. Dixit, A.K. & S. Skeath (1999): "Games of Strategy" W.W. Norton & Co., Inc., 1999, 600 pp. Dixit, A.K. & Pindyck, R.S. (1998-2000): “Expandability, Reversibility, and Optimal Capacity Choice” Project Flexibility, Agency, and Competition - New Developments in the Theory and Applications of Real Options - Eds. Brennan & Trigeorgis, Oxford University Press, 2000, pp. 50-70, and NBER Working Paper no 6373, January 1998, 31 pp. Dixit, A.K. & R.S. Pindyck & S. Sdal (1997-9): “A Markup Interpretation of Optimal Investment Rules” Economic Journal, April 1999, pp. 179-189, and NBER Working Paper no 5971, March 1997, 17 pp. Dixit, A. & T. Besley (1997): "James Mirrlees' Contributions to the Theory of Information and Incentives" Scandinavian Journal of Economics, vol. 99, no 2, June 1997, pp.207-235 Dixit, A. & G.M. Grossman & E. Helpman (1997): “Common Agency and Coordination: General Theory and Application to Government Policy Making” Journal of Political Economy, vol. 105, no 4, August 1997, pp.752-769 Dixit, A.K. (1997a): “Investment and Employment Dynamics in the Short Run and the Long Run” Oxford Economic Papers, vol.49, no 1, January 1997, pp.1-20 Dixit, A.K. (1997b): “Power of Incentives in Private Versus Public Organizations” American Economic Review, AEA Papers and Proceedings, 87(2), May 1997, pp. 378-382. Dixit, A.K. (1996a): “The Making of Economic Policy - A Transactions Cost Politics Perspective” MIT Press, Munich Lectures in Economics, 1996, 192 pp. Dixit, A.K. (1996b): “Special-Interest Lobbying and Endogenous Commodity Taxation” Eastern Economic Journal, vol.22, no 4, Fall 1996, pp.375-387 Dixit, A.K. & J. Londregan (1996): “Ideology, Tactics, and Efficiency in Redistributive Politics” Working Paper, Princeton and UCLA, October 1996 Dixit, A.K. & R.S. Pindyck (1995): “The Options Approach to Capital Investment” Harvard Business Review, May-June 1995, pp.105-115 Dixit, A.K. (1995): “Irreversible Investment with Uncertainty and Scale Economics” Journal of Economic Dynamics and Control, vol 19, no 1&2, Jan/Fev 1995, pp. 327-350 Dixit, A.K. & R.S. Pindyck (1994): “Investment under Uncertainty” Princeton University Press, Princeton, N.J., 1994, 468 pp. Dixit, A.K. & R. Rob (1994): “Switching Costs and Sectoral Adjustments in General Equilibrium with Unisured Risk” Journal of Economic Theory, vol.62, no 1, February 1994, pp.48-69 Dixit, A.K. (1993a): “The Art of Smooth Pasting (Fundamentals of Pure and Applied Economics)” Harwood Academic Publishers, 1993 Dixit, A.K. (1993b): “Choosing Among Alternative Discrete Investment Projects Under Uncertainty” Economic Letters, vol.41, 1993, pp.265-288 Dixit, A.K. (1993c): “Irreversible Investment and Competition Under Uncertainty” Capital, Investment and Development, Essays in Memory of S. Chakravarty, Baku et al Eds., Blackwell, 1993, pp.56-74 Dixit, A.K. (1992): “Investment and Hysteresis” Journal of Economic Perspectives, vol.6, no 1, Winter 1992, pp.107-132 Dixit, A.K (1991a): “A Simplified Treatment of the Theory of Optimal Control of Brownian Motion” Journal of Economic Dynamics and Control Yüklə 0,57 Mb. Dostları ilə paylaş:
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