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Modelling Investment Risks and Uncertainties with Real Options Approach

Modelling Investment Risks and Uncertainties with Real Options Approach
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Edition: 2007
30 pages

This paper describes the methodology and model used in an information paper of the IEA (Blyth and Yang, 2006) and a forthcoming book of the IEA (2007). The methodology and model will be used in future work investigating the implications of uncertainty for investment decisions. As a reference document, it has not been approved by any IEA committee.