专题:Capital Investment and Risk Analysis

This cluster of papers focuses on the application of real options theory in investment strategies, particularly in the context of uncertainty, R&D competition, renewable energy investments, and technology adoption. It explores the use of real options for strategic decision making, risk management in information technology projects, and capital budgeting. The cluster also delves into the evaluation of projects and games theory within the framework of real options.
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A new analytical solution for option pricing in a nonlinear multi-factor model with correlated regime shifts

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AVALIAÇÃO DE MODELOS HÍBRIDOS DE ANÁLISE TÉCNICA E FUNDAMENTALISTA: UMA PERSPECTIVA TECNOLÓGICA NO MERCADO DE AÇÕES

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Termination amounts and the enforcement gap in the Contracts for Difference scheme: Insights from offshore wind project finance in the United Kingdom

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LuisCore Valuation & Replacement-Cost Whitepaper

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Analytically Pricing European Options Under Two‐Factor Stochastic Volatility With Stochastic Liquidity Risks

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Evaluating Risk Distribution: A Stakeholder-Driven Causal Analysis of GenAI Adoption Risks in Construction Project Management

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Barriers to efficient carbon pricing: policy risk, myopic behaviour, and financial constraints

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Rate of return regulation revisited

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How Does Economic Policy Uncertainty Reshape Option Pricing?

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ON REFLECTED BSDES WITH JUMPS AND DEFAULT TIME

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