2 citations · 3 across the 4 of their papers we have counts for
5 papers
Feed-in Tariff Contract Schemes and Regulatory Uncertainty
Luciana Barbosa, Cláudia Nunes, Artur Rodrigues +1
This paper presents a novel analysis of two feed-in tariffs (FIT) under market and regulatory uncertainty, namely a sliding premium with cap and floor and a minimum price guarantee…
Study of the Particular Solution of a Hamilton-Jacobi-Bellman Equation for a Jump-Diffusion Process
Cláudia Nunes, Rita Pimentel, Ana Prior
We present an analytic solution of a differential-difference equation that appears when one solves an optimal stopping time problem with state process following a jump-diffusion pr…
Optimal stopping of one-dimensional diffusions with integral criteria
Manuel Guerra, Cláudia Nunes, Carlos Oliveira
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The res…
On a Class of Optimal Stopping Problems with Applications to Real Option Theory
Manuel Guerra, Cláudia Nunes, Carlos Oliveira
We consider an optimal stopping time problem related with many models found in real options problems. The main goal of this work is to bring for the field of real options, differen…
New Approach to Derive the Value Function of a Firm with Exit Option
Manuel Guerra, Cláudia Nunes, Carlos Oliveira
In this paper we propose a new way of proving the value of a firm that is currently producing a certain product and faces the option to exit the market. The problem of optimal exit…