Papers, text-books, and dissertations


part. of Industrial Engineering, PUC-RJ, Master’s Dissertation, 1990 (in



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Depart. of Industrial Engineering, PUC-RJ, Master’s Dissertation, 1990 (in Portuguese)

Olsen, T.E. & G. Stensland (1992): “On Optimal Timing of Investment when Cost Components Are Additive and Follow Geometric Diffusions”


Journal of Economic Dynamics and Control, vol.16, 1992, pp.39-51

Olsen, T.E. & G. Stensland (1988): “Optimal Shutdown Decisions in Resource Extraction”


Economic Letters, vol.26, 1988, pp.215-218

Omberg, E. (1988): “Efficient Discrete Time Jump Process Models in Option Pricing”


Journal of Financial and Quantitative Analysis, vol.23, no 2, June 1988, pp.161-174

Omberg, E. (1987):


“A Note on the Convergence of the Binomial Pricing and Compound Option Models”
Journal of Finance, vol.42, no 2 , June 1987, pp.463-469

Ongkrutaraksa, W. (1997): "Three Factor Model and Real Options: Stock Excess Returns vs. Investment and Operating Flexibility"


Working Paper, Maejo University, Spring 1997, 8 pp.

Ongkrutaraksa, W. (1996): "Industrial Real Options: Public-Goods vs. Private-Goods Industries"


Working Paper, Maejo University, Spring 1996, 10 pp.

Ore, O. (1948): “Number Theory and Its History”


Dover Edition, 1988 (original McGraw-Hill Book Co., 1948), 370 pp.

Oren, S.S. (1998): "Combining Financial Double Call Options with Real Options for Early Curtailment of Electricity Service"


PSerc Working Paper no 98-17, September 1998, 7 pp.

Orvis, W.J. (1996): “Excel for Scientists and Engineers”


Sybex Inc., second edition, 1996, 550 pp.

Osborne, M.F.M. (1977): “The Stock Market and Finance from a Physicist’s Viewpoint”


Crossgar Press, Inc., Minneapolis, 1977, 381 pp.

Osborne, M.J. & A. Rubinstein (1994): “A Course in Game Theory”


MIT Press, 1994, 352 pp.

Østbye, S. (1998): "Real Options, Wage Bargaining, Factor Subsidies and Employment"


Applied Economics, vol.30, 1998, pp. 335-344

Østbye, S. (1997): "A Real Options Approach to Investment in Factor Demand Models"


Applied Economics Letter, vol. 4, 1997, pp. 153-157

Ottoo, R.E. (2000): “Valuation of Corporate Growth Opportunities – A Real Options Approach”


Garland Publishing, Inc., 2000, 167 pp.

Overdahl, J.A. & H.L. Matthews (1988): “The Use of NYMEX Options to Forecast Crude Oil Prices”


Energy Journal, vol.9, no 4, 1988, pp.135-147

Overhaus, M. & A. Ferraris & T. Knudsen & R. Milward & L. Nguyen-Ngoc & G. Schindlmayr (2002): "Equity Derivatives – Theory and Applications"


John Wiley & Sons, 2002, 222 pp.

Owen, A.B. (2000): "Monte Carlo Extension of Quasi-Monte Carlo"


Working Paper, Stanford University, 7 pp.

Owen, A.B. (1998): "Monte Carlo, Quasi-Monte Carlo and Randomized Quasi-Monte Carlo"


in Niederreiter & Spanier (Eds., 2000) Monte Carlo and Quasi-Monte Carlo Methods 1998, Springer-Verlag, Proceedings Claremont Conference 1998, pp.86-97

Owen, G. (2001): "Game Theory"


Academic Press, 3rd Ed., 2001, 447 pp.

Paddock, J.L. & D. R. Siegel & J. L. Smith (1988):


“Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases”
Quarterly Journal of Economics, August 1988, pp.479-508

Page, F.H. Jr. & A.B. Sanders (1986): “A General Derivation of the Jump Process Option Pricing Formula”


Journal of Financial and Quantitative Analysis, vol.21, no 4, December 1986, pp.437-446

Pakes, A. (1986): “Patents as Options: Some Estimates of the Value of Holding European Patent Stocks”


Econometrica, vol.54, no 4 , July 1986, pp.755-784

Papadimitriou, C.H. & K. Steiglitz (1998): “Combinatorial Optimization – Algorithms and Complexity”


Dover Edition, 1998 (original 1982 edition by Prentice-Hall, Inc.), 496 pp.

Papageorgiou, A. (1999): “Fast Convergence of Quasi-Monte Carlo for a Class of Isotropic Integrals”


Working Paper, Columbia University, Dept. of Computer Science, June 1999, 11 pp.

Paris, F.M. (2001): “A Compound Option Model to Value Moral Hazard”


Journal of Derivatives, Fall 2001, pp. 53-61

Park, C.S. & H.S.B. Herath (2000): “Exploiting Uncertainty – Investment Opportunities as Real Options: A New Way of Thinking in Engineering Economics”


Engineering Economist, vol.45, no 1, pp.1-36

Paskov, S.H. (1997): “New Methodologies for Valuing Derivatives”


in Dempster & Pliska, Eds., Mathematics of Derivatives Securities, Cambridge University Press, 1997, pp.545-582

Paskov, S. & J. Traub (1995): “Faster Valuation of Financial Derivatives”


Journal of Portfolio Management, Fall 1995, pp.113-120

Patrick, S.C. (2000): “Banking on Real Options”


Journal of Applied Corporate Finance, vol.13, no 2, Summer 2000, pp.108-111

Paul, W. & J. Baschnagel (1999): “Stochastic Processes from Physics to Finance”


Springer-Verlag, Berlin, 1999, 231 pp.

Pawlina, G. & P.M. Kort (2002a): “The Strategic Value of Flexible Quality Choice: a Real Options Analysis”


Paper presented at the 6th Annual International Conference on Real Options, Coral Beach, Paphos, Cyprus, July 2002, 35 pp.

Pawlina, G. & P.M. Kort (2002b): “The Strategic Capital Budgeting: Asset Replacement under Market Uncertainty”


Paper presented at the 6th Annual International Conference on Real Options, Coral Beach, Paphos, Cyprus, July 2002, 31 pp.

Pawlina, G. & P.M. Kort (2001): “Real Options in an Asymmetric Duopoly: Who Benefits from Your Competitive Disadvantage?”


Working Paper, Tilburg University, June 2001, 32 pp.

Paxson, D.A., Eds. (2003): "Real R&D Options"


Butterworth-Heinemann, 2003, 333 pp.

Paxson, D. & Helena Pinto (2002): “Timing Advantage: Leader/ Follower Value Functions If the Market Share Follows a Birth and Death Process”


Paper presented at the 6th Annual International Conference on Real Options, Coral Beach, Paphos, Cyprus, July 2002, 28 pp.

Paxson, D. & D. Wood (1997): “Encyclopedic Dictionary of Finance”


Ed. Atlas, Brazilian Ed. 1999 (original by Blackwell Pub., 1997), 293 pp.

Pearl, J. (2000): “Causality – Models, Reasoning, and Inference”


Cambridge University Press, 2000, 384 pp.

Pearl, J. (1988): "Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference"


Morgan Kaufmann Pub., Inc., 1988 (revised 2nd printing 1997), 552 pp.

Pelsser, A. & T. Vorst (1996): Transaction Costs and Efficiency of Portfolio Strategies”


European Journal of Operational Research, vol.91, no 2, June 1996, p.250-263

Pennings, E. & O. Lint (2000): “Market Entry, Phased Rollout or Abandonment? A Real Option Approach”


European Journal of Operational Research, no 124, 2000, pp. 125-138

Pennings, E. & O. Lint (1996): “The Option Value of Advanced R&D”


Working Paper, Erasmus University Rotterdam, 1996, and European Journal of Operational Research, no 103, 1997, pp.83-94

Perdue, R.K. & W.J. McAllister & P.V. King & B.G. Berkey (1999): “Valuation of R and D Projects Using Options Pricing and Decision Analysis Models”


Interfaces, vol.29, no 6, November–December 1999, pp.57-74

Pereira, P.J. (1999): “As Opções Reais na Avaliação de Oportunidades de Investimento – Breve Revisão da Literatura” (Real Options in the Investment Opportunities Evaluation – Brief Literature Review)


Working Paper, University of Minho (Portugal), June 1999, 36 pp.

Perlitz, M. & T. Peske & R. Schrank (1999): "Real Options Valuation: The New Frontier in R&D Project Valuation?"


R&D Management, vol.29, no 3, 1999, pp.255-269

Perotti, E. & S. Rossetto (2000): “Internet Portals as Portfolio of Entry Options”


Working Paper, Tinbergen Institute, TI2000-105/2, November 2000, 42 pp.

Peters, E.E. (1999): “Complexity, Risk, and Financial Markets”


John Wiley & Sons, Inc., 1999, 222 pp.

Peters, E.E. (1994): “Fractal Market Analysis”


John Wiley & Sons, Inc., 1994, 315 pp.

Petruzzi, C.R. (1986): “An Option Approach to Setting Risk Adjusted Hurdle Rates”


Engineering Economist, vol.31, no 3, Spring 1986, pp.237-248

Petry, H.G. & J. Sprow (1993): “The Theory and Practice of Finance in the 1990s”


Quartely Review of Economics and Finance, vol.33, no 4, Winter 1993, pp.359-381

Pfeil, L.F. (1995): “Metodologia de Análise de Risco nos Projetos de Investimento da Petrobras” (Methodology for Risk Analysis in Petrobras Investment Projects)


Paper presented at the II EEVTE, Petrobras, 8-10 November, 1995 (in Portuguese)
Proceedings, pp.1-7

Pham, D.T. & D. Karaboga (2000): “Intelligent Optimization Techniques – Genetic Algorithms, Tabu Search, Simulated Annealing and Neural Networks”


Springer-Verlag London Ltd., 2000, 302 pp.

Picazo, J.A. (2002): "American Option Pricing: A Classification-Monte Carlo (CMC) 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.422-433

Pickford, J. (Eds.) (2001): “Mastering Risk – Volume 1: Concepts”


Financial Times Prentice Hall, 2001, 325 pp.

Pickles, E. & J.L.Smith (1993):


“Petroleum Property Evaluation: A Binomial Lattice Implementation of Option Pricing Theory”
Energy Journal, vol.14, no2, 1993, pp.1-26

Pike, R. & B. Neale (1999): “Corporate Finance and Investment – Decisions and Strategies” Financial Times – Prentice Hall Europe, 3rd ed., 1999, 765 pp.

Pilipovic, D. (1998): “Energy Risk – Valuing and Managing Energy Derivatives”
McGraw Hill Co., 1998, 248 pp.

Pindyck, R.S. (2002): “Optimal Timing Problems in Environmental Economics”


Journal of Economic Dynamics & Control, vol.26, 2002, pp.1677-1697. Previous version: Working Paper, CEEPR, MIT, March 2001, 29 pp.

Pindyck, R.S. (2001b): “Volatility and Commodity Price Dynamics”


Working Paper, CEEPR, MIT, August 2001, 38 pp.

Pindyck, R.S. (2001a): “The Dynamics of Commodity Spot and Futures Markets: A Primer”


Working Paper, CEEPR, MIT, May 2001, 38 pp., and Energy Journal, vol.22, no 3, 2001, pp.1-29

Pindyck, R.S. (2000): "Irreversibilities and the Timing of Environmental Policy"


Resource and Energy Economics, vol.22, no 3, July 2000, pp.233-259

Pindyck, R.S. (1999b): "Irreversibilities and the Timing of Environmental Policy"


CEEPR Working Paper, MIT, January 1999, 32 pp.

Pindyck, R.S. (1999a): "The Long-Run Evolution of Energy Prices"


Energy Journal, vol.20, no 2, 1999, pp. 1-27

Pindyck, R.S. & D.L. Rubinfeld (1995): “Microeconomics”


Prentice-Hall, Inc., third edition, 1995, 700 pp.

Pindyck, R.S. (1994): “Inventories and the Short-Run Dynamics of Commodity Prices”


Rand Journal of Economics, vol.25, no 1, spring 1994, pp.141-159

Pindyck, R.S. (1993a): “The Present Value Model of Rational Commodity Pricing”


Economic Journal no 103, May 1993, pp.511-530

Pindyck, R.S. (1993b): “A Note on Competitive Investment under Uncertainty”


American Economic Review no 83, March 1993, pp.273-277

Pindyck, R.S. (1993c): “Investments of Uncertain Cost”


Journal of Financial Economics, vol. 34, August 1993, pp.53-76

Pindyck, R.S. & A. Solimano (1993): “Economic Instability and Aggregate Investment”


NBER working paper no 4380, June 1993, 53 pp.

Pindyck, R.S. (1992): “The Present Value Model of Rational Commodity Pricing”


NBER Working Paper no 4083, May 1992, 31 pp.

Pindyck, R.S. (1991a): “Irreversibility, Uncertainty, and Investment”


Journal of Economic Literature, vol.28, September 1991, pp.1110-1148

Pindyck, R. S. (1991b): “Irreversibility and the Explanation of Investment Behavior”


Stochastic Models and Options Values, eds. D.Lund and B.ksendal,
New York: North-Holland, pp.129-141

Pindyck, R.S. & D.L. Rubinfeld (1991): “Econometric Models and Economic Forecasts”


MacGraw-Hill, New York, third edition, 1991

Pindyck, R.S. (1988): “Irreversible Investment, Capacity Choice, and Value of the Firm”


American Economic Review, vol.78, no 5, December 1988, pp.969-985

Pindyck, R.S. (1987): “On Monopoly Power in Extractive Resource Markets”


Journal of Environmental Economics and Management, June 1987, pp.128-142

Pindyck, R.S. (1985): “The Measurement of Monopoly Power in Dynamics Markets”


Journal of Law and Economics, vol.28, April 1985, pp.193-222

Pindyck, R.S. (1984): “Uncertainty in the Theory of Renewable Resource Markets”


Review of Economic Studies no 51, April 1984, pp.289-303

Pindyck, R.S. (1982): “Adjustment Costs, Uncertainty, and the Behavior of the Firm”


American Economic Review, vol.72, no 3, June 1982, pp.415-427

Pindyck, R. S. (1981):


“The Optimal Production of an Exhaustible Resource When Price is Exogenous and Stochastic”
Scandinavian Journal of Economics, 1981, pp.277-288

Pindyck, R.S. (1980): “Uncertainty and Exhaustible Resource Markets”


Journal of Political Economy, vol.88, no6, 1980, pp.1203-1225

Pitchik, C. (1996): “Irreversible, Unobservable, Costly Investment in the Presence of Rivals”


Working Paper, University of Toronto, July 1996, 25 pp.

Plato, J.V. (1994): "Creating Modern Probability"


Cambridge University Press, 1994, 323 pp.

Pliska, S.R. (1997): “Introduction to Mathematical Finance – Discrete Time Models”


Blackwell Publishers Inc., 1997, 262 pp.

Plummer, M.L. & R.C. Hartman (1986): “Option Value: A General Approach”


Economic Inquiry, vol.24, no 3 , July 1986, pp.455-471

Pollard, D. (2002): "A User's Guide to Measure Theoretic Probability"


Cambridge University Press, 2002, 351 pp.

Pollio, G. (1999): "International Project Analysis & Financing"


University of Michigan Press, 1999, 235 pp.

Pollio, G. (1998): “Project Finance and International Energy Development”


Energy Policy, vol.26, no 9, August 1998, pp.687-697

Pollio, G. (1991): "Financial Innovation and Upstream Petroleum Development"


Occasional Paper no 14, International Research Center for Energy and Economic Development, 1991, 22 pp.

Polya, G. (1957): "How to Solve It"


Princeton University Press, 2nd ed., 1957, 253 pp.

Pope, P.F. & A.W. Stark (1999): "Are Equities Real(ly) Options? Understanding the Size, Book-to-Market and Earnings-to-Price Factors"


Paper presented at the to the 3rd Annual International Conference on Real Options, June 1999, the Netherlands, 35 pp.

Porter, M.E (1992): “Capital Disadvantage: America’s Failing Capital Investment System”


Harvard Business Review, September/October, 1992, pp.65-82

Porter, M.E. (1991): “Towards a Dynamic Theory of Strategic”


Strategic Management Journal, vol.12, 1991, pp.95-117

Poterba, J.M. & L.H. Summers (1995):


“A CEO Survey of U.S. Companies’ Time Horizons and Hurdle Rates”
Sloan Management Review, Fall 1995, pp.43-53

Poundstone, W. (1992): “Prisioner’s Dilemma – John Von Neumann, Game Theory, and the Puzzle of the Bomb”


Anchor Books/Doubleday, 1992, 295 pp.

Pratt, J.W. & H. Raiffa & R.O. Schlaifer (1995): "Introduction to Statistical Decision Theory"


MIT Press, 1995, 875 pp.

Presman, E.L. & I.N. Sonin (1990): “Sequential Control with Incomplete Information - The Bayesian Approach to Multi-Armed Bandit Problems”


Academic Press, 1990, 266 pp. (from original Ed. Nauka, Moscow, 1982)

Press, W.H. & S.A. Teukolsky & W.H. Vetterling & B.P. Flannery (2002): "Numerical Recipes in C++ – The Art of Scientif Computation"


Cambridge University Press, Second Edition, 2002, 1002 pp.

Press, W.H. & S.A. Teukolsky & W.H. Vetterling & B.P. Flannery (1992): "Numerical Recipes in C"


Cambridge University Press, Second Edition, 1992, 994 pp.

Price, J.F., Eds. (1997): "Derivatives and Financial Mathematics"


Nova Science Publishers, Inc., 1997, 196 pp.

Price, S. (1995): “Aggregate Uncertainty, Capacity Utilization and Manufacturing Investment”


Applied Economics, no 27, 1995, pp.147-154

Prisman, E.Z. (2000): “Pricing Derivative Securities – An Interactive Dynamic Environment with Maple V and Matlab”


Academic Press, 2000, 754 pp.

Pritchard, P.J. (1998): “Mathcad – A Tool for Engineering Problem Solving”


McGrall-Hill Co., 1998, 311 pp.

Protter, P. (1990): “Stochastic Integration and Differential Equations”


Springer-Verlag Ed., Applications of Mathematics vol.21, 1990, 302 pp.

Puu, T. & I. Sushko, Eds. (2002): "Oligopoly Dynamics – Models and Tools"


Springer-Verlag Berlin Heidelberg, 2002, 313 pp.

Quigg, L. (1995): “Optimal Land Development”


Real Options in Capital Investments: Models, Strategies, and Aplications
Ed. by L. Trigeorgis, Praeger Publisher, Westport, Conn., 1995, pp.265-279

Quigg, L. (1993): “Empirical Testing of Real Option-Pricing Models”


Journal of Finance, vol.48, no 2, June 1993, pp.621-640

Radner, R. (1979): “Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices”


Econometrica, vol.47, no 3, May 1979, pp.665-678

Radner, R. (1974): “A Note on Unanimity of Stockholders’ Preferences Among Alternative Production Plans: A Reformulation of the Ekern-Wilson Model”


Bell Journal of Economics and Management Science, vol.5, 1974, pp.181-184

Radner, R. (1972): “Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets”


Econometrica, vol.40, no 2, March 1972, pp.289-303

Raftery, A.E. & M.A. Tanner & M.T. Wells, Eds. (2002): "Statistics in the 21st Century"


Chaoman & Hall/CRC & American Statistical Association, 2002, 555 pp.

Ragsdale, C.T. (2001): “Spreadsheet Modeling and Decision Analysis”


South-Western College Publishing, 3rd Edition, 2001, 794 pp.

Rahimov, I. (1995): “Random Sums and Branching Stochastic Processes”


Springer Verlag, Lecture Notes in Statistics 96, 195 pp.

Rahl, L., Eds. (2000): “Risk Budgeting – A New Approach to Investing”


Risk Books, 2000, 349 pp.

Raiffa, H. (1968): “Decision Analysis”


McGrall-Hill Co. 1997 edition, 310 pp.

Raman, K. & R. Chatterjee (1995):


“Optimal Monopolist Pricing under Demand Uncertainty in Dynamic Markets”
Management Science, vol.41, no 1, January 1995, pp.144-162

Ranaswamy, K. & S.M. Sundaresan (1985): “The Valuation of Option on Futures Contracts”


Journal of Finance, vol.40, no 5, December 1985, pp.1319-1340

Rao, B.L.S.P. (1999): “Statistical Inference for Diffusion Type Processes”


Arnold Pub. & Oxford University Press, 1999, 349 pp.

Rao, M.M. (1993): "Conditional Measures and Applications"


Marcel Dekker, Inc., 1993, 417 pp.

Rao, R.K.S. & J.D. Martin (1981):


“Another Look at the Use of Options Pricing Theory to Evaluate Real Asset Investment Opportunity”
Journal of Business Finance and Accounting, Vol.8, no 3, 1981, pp. 421-429

Rapoport, A. (1970): “N-Person Game Theory – Concepts and Applications”


Dover Pub., Inc. (original by University of Michigan Press, 1970), 331 pp.

Rapoport, A. (1966): “Two-Person Game Theory”


Dover Pub., Inc., 1966, 229 pp.

Rappaport, A. & M.J. Mauboussin (2001): "Expectations Investing - Reading Stock Prices for Better Returns"


Harvard Business School Press, 2001, 226 pp.

Rasmusen, E. (1994): "Games and Information – An Introduction to Game Theory"


Blackwell Publishers, 2nd Edition, 1994, 478 pp.

Ravindran, K. (1998): “Customized Derivatives”


McGraw-Hill, 1998, 418 pp.

Raymar, S.B. & A.M. Sheikh (1996): “The Valuation of Compound Options and American Calls on Dividend Paying Stocks with Time-Varying Volatility”


Journal of Financial Engineering, vol.5, no 3, September 1996, pp.243-266

Raymar, S.B. & M.J. Zwecher (1997): “Monte Carlo Estimation of American Call Option on the Maximum of Several Assets”


Journal of Derivatives, Fall 1997, vol.5, pp.7-24

Raynor, M.E. (2000): “Tracking Stocks and the Acquisition of Real Options”


Journal of Applied Corporate Finance, vol.13, no 2, Summer 2000, pp.74-83

Rayport, J.F. & J.J. Sviokla (1995): “Exploiting the Virtual Value Chain”


Harvard Business Review, November-December 1995, pp.75-85

Rebonato, R. (1999): “Volatility and Correlation – In the Pricing of Equity, FX and Interest-Rate Options”


John Wiley & Sons, 1999, 338 pp.

Rebonato, R. (1998): “Interest-Rate Option Models – Understanding, Analysing and Using Models for Exotic Interest-Rate Options”


John Wiley & Sons, Second Edition, 1998, 521 pp.

Rebonato, R. & I.A. Cooper (1996/7): “Coupling Backward Induction with Monte Carlo Simulations: A Fast Fourier Transform (FFT) Approach”


Revision of July 1997 and IFA Working Paper no 236-1996, London Business School, August 1996, 26 pp.

Redner, S. (2001): "A Guide to First-Passage Processes"


Cambridge University Press, 2001, 312 pp.

Rei, A. (1998): "An Option Pricing Approach to Investments in Innovations in a Competitive Environment"


Working Paper, Universität Tuebingen, 1998, 17 pp.

Reiner, E. (1992): “Quanto Mechanics”


Risk, vol.5, no 3, March 1992, pp.59-62

Rendleman, Jr., R.J. (2002): "Applied Derivatives – Options, Futures, and Swaps"


Blackwell Publishers Inc., 2002, 384 pp.

Resende, H.V. (1992): “Investment Project Seletion in the Petroleum Exploration and Production Industry in Brazil Via Goal Programming”


Dep. of Industrial Engineering, PUC-RJ, MSc. Dissertation, 1992 (in Portuguese)

Resnick, S.I. (1999): “A Probability Path”


Birkhäuser Boston (Springer Verlag NY), 1999, 453 pp.

Ribeiro, R.A. & H-J. Zimmermann & R.R. Yager & J. Kacprzyk, Eds. (1999): Soft Computing in Financial Engineering”


Physica-Verlag, Springer-Verlag, 1999, 506 pp.

Rice, S.O. (1954): "Mathematical Analysis of Random Noise"


in N. Wax, eds., Selected Papers on Noise and Stochastic Processes, Dover Pub., 1954, pp.133-294

Rigolon, F.J.Z. (1999): "Real Options and Project Analysis (Opções Reais e Análise de Projetos)"


Working Paper, BNDES, March 1999, 31 pp. (in Portuguese)

Ripley, B.D. (1987): “Stochastic Simulation”


John Wiley & Sons, Inc., 1987, 237 pp.

Ritchken, P. & G. Rabinowitz (1988):


“Capital Budgeting Using Contingent Claims Analysis: A Tutorial”
Advances in Futures and Options Research, vol.3, 1988, pp.119-143

Ritchken, P. (1987): “Options: Theory, Strategy, and Applications”


HarperCollins Publishers, 1987

Ritter, J.A. & J.G. Haubrich (1995): "Commitment as Investment under Uncertainty"


Working Paper, Federal Reserve Bank of St. Louis, 1995, 37 pp.

Ritzberger, K. (2002): "Foundations of Non-Cooperative Game Theory"


Oxford University Press, 2002, 353 pp.

Rivoli, P. & E. Salorio (1996): “Foreign Direct Investment and Investment under Uncertainty”


Journal of International Business Studies, Second Quarter 1996, pp.335-357

Rob, R. (1991): “Learning and Capacity Expansion Under Uncertainty”


Review of Economic Studies, July 1991, vol.58, no 4, pp.655-675

Robert, C. (1996): "Méthodes de Monte Carlo par Chaînes de Markov"


Ed. Economica, Paris, 1996, 340 pp.

Robert, C.P. & G. Casella (1999): "Monte Carlo Statistical Methods"


Springer-Verlag New York, Inc., 1999, 507 pp.

Roberts, K. & M. Weitzman (1981):


“Funding Criteria for Research, Development, and Exploration Projects”
Econometrica, no 49, September 1981, pp.1261-1288

Rocha, K.M.C. & A.R.B. Moreira (1998): "Credibilidade da Política Cambial e as Opções Cambiais" ("Exchange Rate Policy Credibility and the Currency Options")


Pesquisa e Planejamento Econômico, vol.28, no 3, December 1998, pp.475-529

Rocha, K.M.C. & A.R.B. Moreira & L. Carvalho & E.J. Reis (2001): "The Option Value of Forest Concessions in Brazilian Amazon”


Working Paper, IPEA (Instituto de Pesquisa Econômica Aplicada), presented at the 5th Annual International Conference on Real Options, UCLA, Los Angeles, July 2001, 17 pp.

Rocha, K.M.C. & A.R.B. Moreira & L. Carvalho & E.J. Reis (2000): "Option Value of Leasing in Amazon Forest”


Working Paper, IPEA (Instituto de Pesquisa Econômica Aplicada), May 2000, 28 pp.

Rodrik, D. (1991): “Policy Uncertainty and Private Investment in Developing Countries”


Journal of Development Economics, no 36, October 1991, pp. 229-242

Rogers, J. (2002): "Strategy, Value and Risk – The Real Options Approach"


Palgrave Pub., 2002, 141 pp.

Rogers, L.C.G. (2001/2): "Monte Carlo Valuation of American Options"


Mathematical Finance, vol.12, no 3, July 2002, pp.271-286, and Working Paper, University of Bath (UK), 2001, 19 pp.

Rogers, L.C.G. & D. Talay (Eds.), (1997): “Numerical Methods in Finance”


Cambridge University Press, 1997, 326 pp.

Rogers, L.C.G. & D. Williams (2000a): “Diffusions, Markov Processes and Martingale – Vol.1: Foundations”


Cambridge University Press, 2nd Ed., 2000, 406 pp.

Rogers, L.C.G. & D. Williams (2000b): “Diffusions, Markov Processes and Martingales – Volume 2: Itô Calculus”


Cambridge University Press, 2nd Ed., 2000, 480 pp.

Roll, R. (1977): “An Analytic Valuation Formula for Unprotected American Call Options on Stocks with Known Dividends”


Journal of Financial Economics, no 5, 1977, pp.251-258

Romp, G. (1997): “Game Theory – Introduction and Applications”


Oxford University Press, 1997, 284 pp.

Ronn, E.I. (Eds.) (2002): "Real Options and Energy Management – Using Options Methodology to Enhance Capital Budgeting Decisions"


Risk Books, 2002, 712 pp.

Rose, C. (2000): “The I-r Hump: Irreversible Investment under Uncertainty”


Oxford Economic Papers, vol.52, 2000, pp.626-636

Rose, S. (1998): “Valuation of Interacting Real Options in a Tollroad Infrastructure Project”


Quarterly Review of Economics and Finance, vol.38, Special Issue, 1998, pp. 711-723

Rosen, J. (1995): “Symmetry in Science – An Introduction to the General Theory”


Springer-Verlag, New York, 1995, 213 pp.

Rosenthal, J.S. (2000): "A First Look at Rigorous Probability Theory"


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