{"id":"https://openalex.org/W1970797211","doi":"https://doi.org/10.1007/s11704-010-0509-1","title":"Using jump-diffusion modeling for valuing real options in infrastructure projects","display_name":"Using jump-diffusion modeling for valuing real options in infrastructure projects","publication_year":2010,"publication_date":"2010-05-13","ids":{"openalex":"https://openalex.org/W1970797211","doi":"https://doi.org/10.1007/s11704-010-0509-1","mag":"1970797211"},"language":"en","primary_location":{"id":"doi:10.1007/s11704-010-0509-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11704-010-0509-1","pdf_url":null,"source":{"id":"https://openalex.org/S134228058","display_name":"Frontiers of Computer Science in China","issn_l":"1673-7350","issn":["1673-7350","1673-7466"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers of Computer Science in China","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101616459","display_name":"Guoxing Zhang","orcid":"https://orcid.org/0000-0003-0548-2865"},"institutions":[{"id":"https://openalex.org/I76214153","display_name":"Lanzhou University","ror":"https://ror.org/01mkqqe32","country_code":"CN","type":"education","lineage":["https://openalex.org/I76214153"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Guoxing Zhang","raw_affiliation_strings":["School of Management, Lanzhou University, Lanzhou, 730000, China","[Lanzhou University]"],"affiliations":[{"raw_affiliation_string":"School of Management, Lanzhou University, Lanzhou, 730000, China","institution_ids":["https://openalex.org/I76214153"]},{"raw_affiliation_string":"[Lanzhou University]","institution_ids":["https://openalex.org/I76214153"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5003154974","display_name":"Ju\u2019e Guo","orcid":"https://orcid.org/0000-0002-3764-4200"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ju\u2019e Guo","raw_affiliation_strings":["School of Management, Xi\u2019an JiaoTong University, Xi\u2019an, 710049, China","Xi'an Jiaotong University"],"affiliations":[{"raw_affiliation_string":"School of Management, Xi\u2019an JiaoTong University, Xi\u2019an, 710049, China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"Xi'an Jiaotong University","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5002843107","display_name":"Guorong Chai","orcid":"https://orcid.org/0000-0001-8890-6023"},"institutions":[{"id":"https://openalex.org/I76214153","display_name":"Lanzhou University","ror":"https://ror.org/01mkqqe32","country_code":"CN","type":"education","lineage":["https://openalex.org/I76214153"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Guorong Chai","raw_affiliation_strings":["School of Management, Lanzhou University, Lanzhou, 730000, China","[Lanzhou University]"],"affiliations":[{"raw_affiliation_string":"School of Management, Lanzhou University, Lanzhou, 730000, China","institution_ids":["https://openalex.org/I76214153"]},{"raw_affiliation_string":"[Lanzhou University]","institution_ids":["https://openalex.org/I76214153"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5051656561","display_name":"Gong Li","orcid":"https://orcid.org/0000-0002-5250-7984"},"institutions":[{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Li Gong","raw_affiliation_strings":["School of Management, Xi\u2019an JiaoTong University, Xi\u2019an, 710049, China","Xi'an Jiaotong University"],"affiliations":[{"raw_affiliation_string":"School of Management, Xi\u2019an JiaoTong University, Xi\u2019an, 710049, China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"Xi'an Jiaotong University","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100633770","display_name":"Wang Xue-jun","orcid":"https://orcid.org/0000-0001-7795-4329"},"institutions":[{"id":"https://openalex.org/I76214153","display_name":"Lanzhou University","ror":"https://ror.org/01mkqqe32","country_code":"CN","type":"education","lineage":["https://openalex.org/I76214153"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xuejun Wang","raw_affiliation_strings":["School of Management, Lanzhou University, Lanzhou, 730000, China","[Lanzhou University]"],"affiliations":[{"raw_affiliation_string":"School of Management, Lanzhou University, Lanzhou, 730000, China","institution_ids":["https://openalex.org/I76214153"]},{"raw_affiliation_string":"[Lanzhou University]","institution_ids":["https://openalex.org/I76214153"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5101616459"],"corresponding_institution_ids":["https://openalex.org/I76214153"],"apc_list":null,"apc_paid":null,"fwci":0.3835,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.70438944,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"4","issue":"2","first_page":"263","last_page":"270"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12675","display_name":"Financial Reporting and Valuation Research","score":0.9886000156402588,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10632","display_name":"Housing Market and Economics","score":0.9708999991416931,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/revenue","display_name":"Revenue","score":0.8103896975517273},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5624633431434631},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.49791717529296875},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.47755488753318787},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.4766600728034973},{"id":"https://openalex.org/keywords/government","display_name":"Government (linguistics)","score":0.47339189052581787},{"id":"https://openalex.org/keywords/jump-diffusion","display_name":"Jump diffusion","score":0.44877752661705017},{"id":"https://openalex.org/keywords/revenue-model","display_name":"Revenue model","score":0.4463841915130615},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.41741943359375},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3930594027042389},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.37963688373565674},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.3656854033470154},{"id":"https://openalex.org/keywords/environmental-economics","display_name":"Environmental economics","score":0.36094120144844055},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.15126726031303406},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.07873335480690002}],"concepts":[{"id":"https://openalex.org/C195487862","wikidata":"https://www.wikidata.org/wiki/Q850210","display_name":"Revenue","level":2,"score":0.8103896975517273},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5624633431434631},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.49791717529296875},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.47755488753318787},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.4766600728034973},{"id":"https://openalex.org/C2778137410","wikidata":"https://www.wikidata.org/wiki/Q2732820","display_name":"Government (linguistics)","level":2,"score":0.47339189052581787},{"id":"https://openalex.org/C2779664328","wikidata":"https://www.wikidata.org/wiki/Q6311158","display_name":"Jump diffusion","level":3,"score":0.44877752661705017},{"id":"https://openalex.org/C91887955","wikidata":"https://www.wikidata.org/wiki/Q5362092","display_name":"Revenue model","level":3,"score":0.4463841915130615},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.41741943359375},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3930594027042389},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.37963688373565674},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.3656854033470154},{"id":"https://openalex.org/C134560507","wikidata":"https://www.wikidata.org/wiki/Q753291","display_name":"Environmental economics","level":1,"score":0.36094120144844055},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.15126726031303406},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.07873335480690002},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s11704-010-0509-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11704-010-0509-1","pdf_url":null,"source":{"id":"https://openalex.org/S134228058","display_name":"Frontiers of Computer Science in China","issn_l":"1673-7350","issn":["1673-7350","1673-7466"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers of Computer Science in China","raw_type":"journal-article"},{"id":"pmh:oai:ir.lzu.edu.cn/:262010/102982","is_oa":false,"landing_page_url":"http://202.201.7.4:8080/handle/262010/102982","pdf_url":null,"source":{"id":"https://openalex.org/S4406923049","display_name":"Lanzhou University Institutional Repository","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.5400000214576721,"display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W1598995982","https://openalex.org/W1969142384","https://openalex.org/W1998730876","https://openalex.org/W2000938693","https://openalex.org/W2004707084","https://openalex.org/W2009886265","https://openalex.org/W2015321472","https://openalex.org/W2025126827","https://openalex.org/W2029023465","https://openalex.org/W2030375656","https://openalex.org/W2061979451","https://openalex.org/W2067542095","https://openalex.org/W2167566239","https://openalex.org/W2292956607","https://openalex.org/W2470163935","https://openalex.org/W4302039983","https://openalex.org/W4383875659"],"related_works":["https://openalex.org/W2648988829","https://openalex.org/W3192755727","https://openalex.org/W2507439616","https://openalex.org/W2352779812","https://openalex.org/W362430865","https://openalex.org/W2954755983","https://openalex.org/W2362743624","https://openalex.org/W3121278253","https://openalex.org/W2288042208","https://openalex.org/W4378189019"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}