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Construction Management and Economics Volume 27, 2009 - Issue 7
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PAPERS

Valuation of multi‐stage BOT projects involving dedicated asset investments: a sequential compound option approach

Yu‐Lin Huang Department of Civil Engineering, National Chiao Tung University, 1001 University Avenue, Shin Chu City, 300 Taiwan, Republic of ChinaCorrespondence[email protected]
&
Chai‐Chi Pi Department of Civil Engineering, National Chiao Tung University, 1001 University Avenue, Shin Chu City, 300 Taiwan, Republic of China
Pages 653-666 | Received 08 Jan 2008, Accepted 28 Apr 2009, Published online: 27 Jul 2010

Citations (17)

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Read on this site (2)

Yu-Lin Huang & Tsen-Chin Lin. (2023) Compound deferrable options for the valuation of multi-stage infrastructure investment projects. Construction Management and Economics 41:8, pages 670-686.
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Pingping Zhao, Kaili Xiang & Peimin Chen. (2023) N-Fold compound option pricing with technical risk under fractional jump-diffusion model. Optimization 72:3, pages 713-735.
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Articles from other publishers (15)

Pingping Zhao, Tong Wang, Aimin Song & Peimin Chen. (2023) Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty. Chaos, Solitons & Fractals 172, pages 113517.
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Yubo Guo, Yangyang Su, Chuan Chen & Igor Martek. (2023) Inclusion of “managing flexibility” valuations in the pricing of PPP projects: a multi-objective decision-making method. Engineering, Construction and Architectural Management.
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Nicola Thounaojam & Tharun Dolla. 2023. Revisiting Public-Private Partnerships. Revisiting Public-Private Partnerships 13 28 .
Jinghuan Li, Shuhua Zhang & Yu Li. (2022) Modelling and computation of optimal multiple investment timing in multi-stage capacity expansion infrastructure projects. Journal of Industrial & Management Optimization 18:1, pages 297.
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Yu-Lin Huang & Ching-Hsiang Hsieh. (2019) Compound Options in Build–Operate–Transfer Projects with Default Risk for Highways in Taiwan. Journal of The Institution of Engineers (India): Series A 100:4, pages 569-574.
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Hui Sun, Yuning Wang & Jia Meng. (2019) A trading and pricing method of expansion options for BOT freeway projects in China. Engineering, Construction and Architectural Management 26:7, pages 1406-1423.
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Chih-Yao Huang & Ren-Jye Dzeng. (2019) Evaluating Ancillary Business Scale for PPP-BOT Projects: A Social Housing BOT Case in Taiwan. Sustainability 11:5, pages 1415.
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Wenbin Tang, Qingbin CuiFeilian ZhangYan Chen. (2019) Urban Rail-Transit Project Investment Benefits Based on Compound Real Options and Trapezoid Fuzzy Numbers. Journal of Construction Engineering and Management 145:1.
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Xiandong Wang & Jianmin He. (2017) A simple method for generalized sequential compound options pricing. Mathematical Social Sciences 87, pages 85-91.
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Mahsa Montajabiha, Alireza Arshadi Khamseh & Behrouz Afshar-Nadjafi. (2017) A robust algorithm for project portfolio selection problem using real options valuation. International Journal of Managing Projects in Business 10:2, pages 386-403.
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Xiandong Wang & Jianmin He. (2016) A geometric Levy model for -fold compound option pricing in a fuzzy framework . Journal of Computational and Applied Mathematics 306, pages 248-264.
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Yu-Lin HuangChia-Chi Pi. (2014) Real-Option Valuation of Build-Operate-Transfer Infrastructure Projects under Performance Bonding. Journal of Construction Engineering and Management 140:5.
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Xiandong Wang, Jianmin He & Shouwei Li. (2014) Compound Option Pricing under Fuzzy Environment. Journal of Applied Mathematics 2014, pages 1-9.
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Yu-Lin Huang & Chia-Chi Pi. (2011) Competition, Dedicated Assets, and Technological Obsolescence in Multistage Infrastructure Investments: A Sequential Compound Option Valuation. IEEE Transactions on Engineering Management 58:1, pages 141-153.
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João Adelino Ribeiro, Paulo Jorge Pereira & Elísio Fernando Moreira Brandão. (2013) A Two-Factor Uncertainty Model to Determine the Optimal Contractual Penalty for a Build-Own-Transfer Project. SSRN Electronic Journal.
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