Valuing callable and putable revenue-performance-linked project backed securities
Year of publication: |
2010
|
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Authors: | Dong, Feng ; Chiara, Nicola ; Večeř, Jan |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 5, p. 751-765
|
Subject: | PBS | project-backed security | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Projektfinanzierung | Project finance | CAPM |
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