Bibliography: List of Papers and Books

Last Update: January 2004

This bibliography webpage has the following topics:

• Introduction

• Financial/Economics Bibliography (including real options in petroleum)

• Petroleum Specific (excluding real options).

This bibliography is in alphabetical order (last name). For more than one paper from the same author(s), I ranked from the more recent to the older (I know it is not the standard approach). Unfortunately, some important papers are outside of this bibliography, in many cases because I don’t find out them in the Rio de Janeiro libraries or in the online services; in other cases because the literature on real options grows too fast. However, more than 2300 references are available below.

The file was divided into two separated bibliographies:

(a) the first one, "financial/economics" (~ 2200 items), comprises real options (including real options in petroleum), financial options, others from financial economics theory and corporate/industrial economics (CAPM, game theory, etc), some textbooks (mainly about finance and economics, but including mathematics and softwares); and

(b) the other one is specific to petroleum papers (except real and financial options in petroleum), and was named "petroleum specific" (about 150 items), and includes petroleum economic papers (reserves market, game theory applied to petroleum leases, economics from fields development, and so on) and some petroleum technical papers (reserves definitions, fractal approach to reserve estimates, equipment with technical flexibility, and so on).

The main papers are in the first section, but some important papers are in the second one (for example, some papers from R. Pindyck, R. Solow, M.Miller, Stiglitz, Hotteling, and so on). There are few papers in Portuguese (see Dias, and D’Almeida et al, but ~98% are in English). I have eleven papers in English (see "Dias", "Dias & Rocha", "Dias & Rocha & Teixeira", "Dias & Teixeira", "Dias & Beltrão", "Dias & Oliveira", "Caetano & Dias", D’Almeida et al., and "Garcia et al"), which four are in the second bibliography.

Enjoy,

Marco A.G. Dias

E-Mail: marcoagd@pobox.com

PAPERS, BOOKS, AND DISSERTATIONS

Abel, A.B. (1983): "Optimal Investment under Uncertainty"
American Economic Review, n^o 73, March 1983, pp.228-233

Abel, A.B. & O.J. Blanchard (1986):
"The Present Value of Profits and Cyclical Movements in Investments"
Econometrica, vol.54, n^o 2, March 1986, pp.249-273

Abel, A.B. & A.K. Dixit & J. C. Eberly & R.S. Pindyck (1995, 1996): "Options, the Value of Capital, and Investment"
NBER Working Paper n^o 5227, August 1995, 41pp., and
Quarterly Journal of Economics, August 1996, pp.753-777

Abel, A.B. & J. C. Eberly (1997): "An Exact Solution for the Investment and Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility"
Journal of Economics Dynamics and Control, vol.21, 1997, pp.831-852

Abel, A.B. & J. C. Eberly (1996): "Optimal Investment with Costly Reversibility"
Review of Economic Studies, vol.63, October 1996, pp.581-593

Abel, A.B. & J. C. Eberly (1994): "A Unified Model of Investment under Uncertainty"
American Economic Review, vol.84, n^o 5, December 1994, pp.1369-1384

Abramowitz, M. & I.A. Stegun, eds. (1964): "Handbook of Mathematical Functions"
National Bureau of Standards, Washington D.C., June 1964

Abu-Mostafa, Y.S. & B. LeBaron & A.W. Lo & A.S. Weigend (2000): "Computacional Finance 1999"
MIT Press, 2000, 713 pp.

Acworth, P. & M. Broadie & P. Glasserman (1996): "A Comparison of Some Monte Carlo and Quasi-Monte Carlo Techniques for Option Pricing"
in Niederreiter et al. (Eds.), Monte Carlo and Quasi-Monte Carlo Methods 1996 - Springer-Verlag New York, Lectures Notes in Statistics, 1998, pp.1-18

Aggarwal, R. (1993): "A Brief Overview of Capital Budgeting under Uncertainty"
Capital Budgeting under Uncertainty, pp.9-41
R. Aggarwal eds., Englewood Cliffs, NJ, Prentice-Hall, 1993

Aggarwal, V.K. (1996): "Debt Games"
Cambridge University Press, 1996, 613 pp.

Aghion, P. & P. Howitt (1998): "Endogenous Growth Theory"
MIT Press, 1998, 694 pp.

Agliari, A. & T. Puu (2002): "A Cournot Duopoly with Bounded Inverse Demand Function"
in Puu & Sushko, Eds., Oligopoly Dynamics – Models and Tools, Springer-Verlag Berlin Heidelberg, 2002, pp. 171-194

Agmon, T. (1993): "Capital Budgeting and the Utilization of Full Information: Performance Evaluation and the Exercise of Real Options"
Capital Budgeting under Uncertainty, pp.232-245
R. Aggarwal eds., Englewood Cliffs, NJ, Prentice-Hall, 1993

Aguerrevere, F.L. (2000): "Equilibrium Investment Strategies and Output Price Behavior: A Real Options Approach"
Paper presented at the 4^th Annual International Conference on Real Options, July 2000, University of Cambridge, 50 pp.

Ahnani, M. & M. Bellalah (2000): "Issues in Real Options with Information Costs"
Working Paper, University of Paris-Dauphine & Université de Cergy, January 2000, 22 pp.

Aigner, M. & G.M. Ziegler (2001): "Proofs from The Book"
Springer Verlag Berlin Heidelberg, 2^nd Ed., 2001, 215 pp.

Aiube, F.A.L. (1995a): "Analysis of Petroleum Production Projects under Technical and Economic Uncertainties"
Paper presented at the II EEVTE, Petrobras, 8-10 November, 1995 (in Portuguese).
Proceedings, pp.59-67

Aiube, F.A.L. (1995b): "Economic Avaliation of Petroleum Projects under Conditions of Prices and Reserves Uncertainties"
Dep. of Industrial Engineering, PUC-RJ, Master’s Dissertation, 1995 (in Portuguese)

Akerlof, G.A. (1970): "The Market for "Lemons": Quality Uncertainty and the Market Mechanism"
Quarterly Journal of Economics, vol.84, n^o 3, pp.488-500

Akesson, F. & J.P. Lehoczky (2000): "Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities"
Management Science, vol.46, n^o 9, September 2000, pp.1171-1187

Aleksandrov, A.D. & A.N. Kolmogorov & M.A. Lavrent’ev (1969): "Mathematics – Its Content, Methods and Meaning"
Dover Publications, Inc., 1999 (original in 3 volumes by MIT Press, 1969), 1102 pp.

Alesii, G. (2001): "Kulatilaka ’88 as a CVP Analysis in a Real Options Framework: A Review, GAUSS^tm Codes and Numerical Examples"
Working Paper, Universitá de L’Aquila, February 2001, 49 pp.

Alexander, C. (Eds.) (2001a): "Mastering Risk – Volume 2: Applications"
Financial Times Prentice Hall, 2001, 256 pp.

Alexander, C. (2001b): "Market Models – A Guide to Financial Data Analysis"
John Wiley & Sons, 2001, 494 pp.

Alexanderson, G.L. (2000): "The Random Walks of George Pólya"
Mathematical Association of America, 2000, 303 pp.

Aliprantis, C.D. & K.C. Border (1999): "Infinite Dimensional Analysis – A Hitchhiker's Guide"
Springer Verlag Berlin Heidelberg, 2^nd Ed., 1999, 672 pp.

Aliprantis, C.D. & S.K. Chakrabarti (2000): "Games and Decision Making"
Oxford University Press, 2000, 257 pp.

Allegretto, W. & G. Barone-Adesi & R.J. Elliott (1995): "Numerical Evaluation of the Critical Price and American Options"
European Journal of Finance, n^o 1, 1995, pp.69-78

Alleman, J. & E. Noam (Eds.) (1999): "The New Investment Theory of Real Options and Its Implications for Telecommunications Economics"
Kluwer Academic Publishers, 1999, 280 pp.

Allen, F. & D. Gale (1994): "Financial Innovation and Risk Sharing"
MIT Press, 1994, 379 pp.

Alon, N. & J.H. Spencer (2000): "The Probabilistic Method"
John Wiley & Sons, Inc., 2^nd Ed., 2000, 301 pp.

Alvarez, L.H.R. (1999): "Optimal Exit and Valuation under Demand Uncertainty"
European Journal of Operational Research, n^o 114, 1999, pp.320-329

Alvarez, L.H.R. & R. Stenbacka (2001): "Adoption of Uncertain Multi-Stage Technology Projects: A Real Options Approach"
Journal of Mathematical Economics, vol.35, 2001, pp.71-97

Amann, E. & W. Leininger (1996): "Asymmetric All-Pay Auctions with Incomplete Information: The Two-Player Case"
Games and Economic Behavior, vol.14, 1996, pp.1-18

American Mathematical Society & London M.S., Eds. (2000): "Kolmogorov in Perspective"
AMS, History of Mathematics vol.20, 2000, 230 pp.

Ames, W.F. (1992): "Numerical Methods for Partial Differential Equations"
Academic Press, Inc., 3^rd Edition, 1992, 451 pp.

Amin, K. & D.R. Capozza (1993): "Sequential Development"
Journal of Urban Economics, vol.34, n^o 2, September 1993, pp.142-158

Amin, K.I. (1991):
"On the Computation of Continuous Time Option Prices Using Discrete Approximations"
Journal of Financial and Quantitative Analysis, vol.26, n^o 4, December 1991, pp.477-495

Amman, H.M. & D.A. Kendrick & S. Achath (1995):
"Solving Stochastic Optimization Models with Learning and Rational Expectations"
Economic Letters, vol.48, 1995, pp.9-13

Amman, H.M. & D.A. Kendrick (1994): "Forward Looking Behavior and Learning in Stochastic Control"
Working Paper University of Amsterdam & University of Texas at Austin, 1994

Ammann, M. (2001): "Credit Risk Valuation – Methods, Models, and Applications"
Springer Verlag Berlin, 2^nd Ed., 2001, 255 pp.

Amram, M. (2002): "Value Sweep – Mapping Corporate Growth Opportunities"
Harvard Business School Press, 2002, 285 pp.

Amram, M. & C. Baldwin & D. Glassman & M. Lehman & M. McCollum (2000): "Bank of America Roundtable on: The Real Option Approach to Creating Value in the New Economy"
Journal of Applied Corporate Finance, vol.13, n^o 2, Summer 2000, pp.45-63

Amram, M. & N. Kulatilaka (2000): "Strategy and Shareholder Value Creation: The Real Options Frontier"
Journal of Applied Corporate Finance, vol.13, n^o 2, Summer 2000, pp.15-28

Amram, M. & N. Kulatilaka (1999a): "Real Options – Managing Strategic Investment in an Uncertain World"
Harvard Business School Press, 1999, 246 pp.

Amram, M. & N. Kulatilaka (1999b): "Disciplined Decisions – Aligning Strategy with the Financial Markets"
Harvard Business Review, January-February 1999, pp. 95-104

Amram, M. & N. Kulatilaka (1999c): "Uncertainty: The New Rules for Strategy"
Journal of Business Strategy, May/June 1999, Vol. 20, n^o 3, pp. 25-34

Andersen, L. (2000): "A Simple Approach to the Pricing of Bermudan Swaptions in the Multifactor Libor Market Model"
Journal of Computational Finance, Winter 1999/2000, vol.3, n^o 2, pp.5-32

Andersen, L. & J. Andreasen (1999): "Jumping Smiles"
Risk, November 1999, pp. 65-68

Andersen, T.M. & M.S. Christensen (2002): "Contract Renewal under Uncertainty"
Journal of Economic Dynamics & Control, vol.26, 2002, pp.637-652

Anderson, L.B.G. & J. Andreasen & R. Brotherton-Ratcliffe (1998): "The Passport Option"
Journal of Computational Finance, vol.1, n^o 3, Spring 1998, pp.15-36

Anderson, R.W. & C. Tu (1998): "Numerical Analysis of Strategic Contingent Claims"
Computational Economics, 1998, vol.11, pp.3-19

Andrezo, A.F. & I.S. Lima (1999): "Mercado Financeiro – Aspectos Históricos e Conceituais" (Financial Market – Historical and Conceptual Aspects)
Ed. Pioneira Thompson, 1999, 338 pp. (in Portuguese)

Andreescu, T. & Z. Feng (2004): "A Path to Combinatorics for Undergraduates"
Birkhäuser Boston, 2004, 228 pp.

Ang, J.S. & S.P. Dukas (1991): "Capital Budgeting in a Competitive Environment"
Managerial Finance, vol. 17, n^o 2/3, May 1991, pp. 6-15

Angelis, D.I. (2000): "Capturing the Option Value of R&D"
Research ^. Technology Management, July-August 2000, pp. 31-34

Aoki, M. (1996): "New Approaches to Macroeconomic Modeling – Evolutionary Stochastic Dynamics, Multiple Equilibria, and Externalities as Field Effects"
Cambridge University Press, 1996, 288 pp.

Aragão, C.S.L. & E. de La Roque (2000): "Simulação de Monte Carlo com Volatilidade Estocástica para a Análise do Risco de uma Carteira de Opções" ("Monte Carlo Simulation with Stochastic Volatility for Risk Analysis of Options Portfolio")
Working Paper, Banco BBM, 2000, 16 pp. (in Portuguese)

Arak, M. & D. Taylor (1996): "Optimal Trading with Mean-Reverting Prices: Switching Between Foreign Stocks and Closed-End Country Funds"
Applied Economics, n^o 28, 1996, pp.1067-1074

Araújo, A. (1983): "Introdução à Economia Matemática" ("Introduction to Mathematical Economics")
IMPA Public., 14^o Colóquio Brasileiro de Matemática, Poços de Caldas, 1983, 123 pp. (in Portuguese)

Araújo, A. with P.K. Monteiro (1993): "Introdução à Economia Dinâmica e Mercados Incompletos" ("Introduction to Dynamic Economics and Incomplete Markets")
IMPA public., 19^o Colóquio Brasileiro de Matemática, 1993, 98 pp. (in Portuguese)

Armstrong, M. (1998): "Basic Linear Geostatistics"
Springer Verlag Berlin Heidelberg, 1998, 155 pp.

Arnold, B.C. & E. Castillo & J.M. Sarabia (1999): "Conditional Specification of Statistical Models"
Springer Verlag, New York, 1999, 411 pp.

Arnold, T. & R.L. Shockley, Jr. (2001): "Value Creation at Anheuser-Busch: A Real Options Example"
Journal of Applied Corporate Finance, vol.14, n^o 2, Summer 2001, pp.52-61

Arrow, K. (1992): "Informational Equivalence of Signals".
in Partha Dasgupta, et al. eds. Economic Analysis of Markets and Games. Cambridge: MIT Press, pp. 169-183

Arrow, K.J. (1984): "Collected Papers of Kenneth J. Arrow – Vol.4: The Economics of Information"
Belknap Press of Harvard University Press, 1984, 284 pp.

Arrow, K.J. (1974): "The Limits of Organization"
W.W. Norton & Co., 1974, 86 pp.

Arrow, K.J. (1970): "Essays in the Theory of Risk-Bearing"
North-Holland Publishing Co., 1970, 278 pp.

Arrow, K.J. (1964): "The Role of Securities in the Optimal Allocation of Risk Bearing"
Review of Economic Studies, vol.31, April 1964, pp.91-96

Arrow, K.J. & S. Chang (1982):
"Optimal Pricing, Use, and Exploration of Uncertain Natural Resource Stocks"
Journal of Environmental Economics and Management, vol.9, 1982, pp.1-10

Arrow, K.J. & A.C. Fisher (1974): "Environmental Preservation, Uncertainty, and Irreversibility"
Quarterly Journal of Economics, vol.88, n^o 1, May 1974, pp.312-319

Arthur, W.B. & S.N. Durlauf & D.A. Lane, Eds. (1997): "The Economy as an Evolving Complex System II"
Santa Fe Institute Studies in the Sciences of Complexity – Perseus Books Pub., 1997, 583 pp.

Arya, A. & J. Glover & B.R. Routledge (1998): "Optionality, Descentralization, and Hierarchical Budgeting"
Working Paper, Ohio State University & Carnegie Mellon University, August 1998, 32 pp.

Arzac, E.R. (1997): "PERCS, DECS, and Other Mandatory Convertibles"
Journal of Applied Corporate Finance, vol.10, n^o 1, Spring 1997, pp.54-63

Ash, R.B. (1965): "Information Theory"
Dover Pub., Inc., 1990 (original by John Wiley & Sons, 1965), 339 pp.

Ash, R.B. & C.A. Doléans-Dade (2000): "Probability & Measure Theory"
Academic Press, 2^nd Edition, 2000, 516 pp.

Asimov, I. (1989): "Asimov's Chronology of Science and Discovery"
Brazilian version by Ed. Civilização Brasileira, 1993 (original by HarperCollins, 1989), 1060 pp.

Asmussen, S. & P. Glynn & J. Pitman (1995): "Efficient Monte Carlo Simulation of Security Prices"
Annals of Applied Probability, vol.5, n^o 4, 1995, pp. 875-896

Asquith, P. (1995): "Convertible Bonds Are Not Called Late"
Journal of Finance, vol. 50, n^o 4, September 1995, pp.1275-1289

Aucamp, D.C. & J.C. So (1991):
"A Conservative Decision Rule for the Evaluation of Projects in a Stochastic Environment"
Research in Finance, vol.9, JAI Press Inc., pp.75-87

Aumann, R.J. & M.B. Maschler, with R.E. Stearns (1995): "Repeated Games with Incomplete Information"
MIT Press, 1995, 342 pp.

Aumann, R.J. & S. Hart, Eds. (2002): "Handbook of Game Theory with Economic Applications – Volume 3"
North-Holland, Elsevier Science Pub., 2002, 856 pp.

Aumann, R.J. & S. Hart, Eds. (1992): "Handbook of Game Theory with Economic Applications – Volume 1"
North-Holland, Elsevier Science Pub., 1992, 733 pp.

Avellaneda, M. (Eds.) (2001b): "Quantitative Analysis in Financial Markets – Volume III"
World Scientific Publishing Co., 2001, 351 pp.

Avellaneda, M. (Eds.) (2001a): "Quantitative Analysis in Financial Markets – Volume II"
World Scientific Publishing Co., 2001, 359 pp.

Avellaneda, M. (Eds.) (1999): "Quantitative Analysis in Financial Markets"
World Scientific Publishing Co., 1999, 367 pp.

Avellaneda, M. & P. Laurence (2000): "Quantitative Modeling of Derivatives Securities – From Theory to Practice"
Chapman & Hall/CRC, 2000, 322 pp.

Avellaneda, M. & A. Levy & A. Parás (1995): "Pricing and Hedging Derivative Securities in Markets with Uncertainty Volatilities"
Applied Mathematical Finance, vol.2, 1995, pp.73-88

Avellaneda, M. & A. Parás (1995): "Managing the Volatility Risk of Portfolio of Derivative Securities: the Lagrangian Uncertain Volatility Model"
Working Paper, New York University, 1995

Averbukh, V.Z. (1997): "Pricing American Options Using Monte Carlo Simulation"
Doctoral Dissertation, Cornell University, August 1997, 53 pp.

Axelrod, R. (1997): "The Complexity of Cooperation – Agent-Based Models of Competition and Collaboration"
Princeton University Press, 1997, 232 pp.

Axelrod, R. (1990): "The Evolution of Co-operation"
Penguin Books, 1990 (original from 1984, Basic Books, Inc.), 241 pp.

Baba, N. (2000): "Uncertainty, Monitoring Costs, and Private Banks' Lending Decisions in a Duopolistic Loan Markets: A Game-Theoretic Real Options Approach"
Institute for Monetary and Economic Studies, Bank of Japan, Discussion Papers Series 2000-E-20, August 2000, 34 pp.

Back, K. (1993): "Asymmetric Information and Options"
Review of Financial Studies, vol.6, no 3, 1993, pp. 435-472

Back, K. (1992): "Insider Trading in Continuous Timing"
Review of Financial Studies, vol.5, no 3, 1992, pp. 387-409

Bäck, T. & D.B. Fogel & Z. Michalewicz (2000a): "Evolutionary Computation 1"
Institute of Physics Publishing, 2000, 339 pp.

Bäck, T. & D.B. Fogel & Z. Michalewicz (2000b): "Evolutionary Computation 2"
Institute of Physics Publishing, 2000, 270 pp.

Backus, D.K. (1993): "A Discussion of Dixit’s Hysteresis and the Duration of the J-Curve"
Working Paper EC-93-16, L.N. Stern School of Business, New York University, 1993

Bacon, C.J. (1992): "The Use of Decision Criteria in Selecting Information Systems/Technology Investments"
Management Information System (MIS) Quarterly, vol.16 (3), pp.335-353

Baer, J.D. (1993): "An Empirical Investigation of Risk Classes: Are Common Proxies Valid?"
Quarterly Review of Economics and Finance, vol.33, n^o 1, Spring 1993, pp.33-49

Baghai, M. & S. Coley & D. White (1999): "The Alchemy of Growth"
Perseus Books, McKinsey & Co., Inc., 1999, 250 pp.

Baídya, T.K.N. & F.A.L. Aiube (1997): "Economic Evaluation of Leases in Petroleum Production Industry"
Revista Brasileira de Economia, vol.51, n^o 1, Jan/Mar. 1997, pp.53-76 (in Portuguese)

Baídya, T.K.N. & L.E.T. Brandão (1999): "Utilização das Ações de Arrow e Debreu para Valoração de uma Oportunidade de Investimento Através da Teoria das Opções Reais" ("Use of Arrow-Debreu Shares for Valuation of an Investment Opportunity Through Real Options Theory")
Working Paper, PUC-Rio, presented at ANPAD/99, 1999, 17 pp. (in Portuguese)

Baídya, T.K.N. & A.N. Pimentel (1996): "Opções Exóticas: Precificação de Opções Asiáticas" (Exotic Options: Pricing of Asian Options)
Revista Brasileira de Mercado de Capitais, v.21, n^o 51, pp. 63-79 (in Portuguese)

Baker, M.P. & E.S. Mayfield & J.E. Parsons (1998): "Alternative Models of Uncertain Commodity Prices for Use with Modern Asset Pricing"
Energy Journal, vol.19, n^o 1, January 1998, pp.115-148

Balakrishna, B.S. (1996): "Analytic Representations and Aproximations to American Option Pricing"
Working Paper, Department of Physics, University of Colorado, February 1996

Balakrishna, N. & Melas, V.B. & S. Ermakov, Eds. (2000): "Advances in Stochastic Simulation Methods"
Birkhäuser Boston, Springer Verlag, 2000, 386 pp.

Balakrishnan, N. & V.B. Nevzorov (2003): "A Primer on Statistical Distributions"
John Wiley & Sons, Inc., Hoboken (USA), 2003, 305 pp.

Baldi, P. & L. Mazliak & P. Priouret (1998): "Martingales and Markov Chains – Solved Exercises and Elements of Theory"
Chapman & Hall/CRC, 2002 (original French edition by Hermann, Éd., 1998), 192 pp.

Baldursson, F.M. (1998): "Irreversible Investment under Uncertainty in Oligopoly"
Journal of Economic Dynamics and Control, vol.22, 1998, pp.627-644

Baldursson, F.M. & I. Karatzas (1997): "Irreversible Investment and Industry Equilibrium"
Finance and Stochastics, vol.1, 1997, pp.69-89

Baldwin, C.Y. (1987): "Competing for Capital in a Global Environment"
Midland Corporate Finance Journal, vol.5, n^o 1, Spring 1987, pp.43-64

Baldwin, C.Y. (1982): "Optimal Sequential Investment when Capital Is Not Readily Reversible"
Journal of Finance, vol.37, n^o 3, June 1982, pp.763-782

Baldwin, C.Y. & K. Clark (2002a): "The Fundamental Theorem of Design Economics"
Working Paper, Harvard Business School, March 2002, 6 pp.

Baldwin, C.Y. & K. Clark (2002b): "Institutional Forms, Part 1: The Technology of Design and Its Problems"
Working Paper, Harvard Business School, March 2002, 28 pp.

Baldwin, C.Y. & K. B. Clark (2000): "Design Rules – Volume 1. The Power of Modularity"
MIT Press, 2000, 471 pp.

Baldwin, C.Y. & K. B. Clark (1997): "Managing in an Age of Modularity"
Harvard Business Review, September-October 1997, pp.84-93

Baldwin, C.Y. & K. Clark (1995): "Sun Wars: Competition within a Modular Cluster, 1985-1990"
Working Paper n^o 95-084, Harvard Business School, 1995

Baldwin, C.Y. & K. Clark (1992):
"Capabilities and Capital Investment: New Perspectives on Capital Budgeting"
Journal of Applied Corporate Finance, Summer 1992, pp.67-87

Baldwin, C.Y. & R.S. Ruback (1986): "Inflation, Uncertainty, and Investment"
Journal of Finance, vol.41, n^o 3, July 1986, pp.657-669

Baldwin, R.E. (1989): "Sunk Cost Hysteresis"
NBER Working Paper n^o 2911, March 1989, 43pp.

Baldwin, R.E. (1988): "Hysteresis in Import Prices: The Beachhead Effect"
American Economic Review, vol.78, 1988, pp.773-785

Baldwin, R.E. & P.R. Krugman (1989): "Persistent Trade Effects of Large Exchange Rate Shocks"
Quarterly Journal of Economics, November 1989, pp.636-654

Ball, C.A. & W.N. Torous (1983): "A Simplified Jump Process for Common Stock Returns"
Journal of Financial and Quantitative Analysis, vol.18, n^o 1, 1983, pp.53-65

Ball Jr., B.C. & S.L. Savage (1999): "Portfolio Thinking: Beyond Optimization"
Petroleum Engineer International, May 1999, pp.54-56

Ball, K. (2003): "Strange Curves, Counting Rabbits, and Other Mathematical Explorations"
Princeton University Press, 2003, 251 pp.

Balmann, A. & O. Mubhoff (2002): "Real Options and Competition: The Impact of Depreciation and Reinvestment"
Paper presented at the 6^th Annual International Conference on Real Options, Cyprus, July 2002, 25 pp.

Banchoff, T.F. (1996): "Beyond the Third Dimension – Geometry, Computer Graphics, and Higher Dimensions"
Scientific American Library, revised edition, 1996, 210 pp.

Banks, F.E. (2000): "Energy Economics: A Modern Introduction"
Kluwer Academic Publishers, 2000, 276 pp.

Banks, J., Eds. (1998): "Handbook of Simulation – Principles, Methodology, Advances, Applications, and Practice"
John Wiley & Sons, 1998, 849 pp.

Banks, J. & J.S. Carson II & B.L. Nelson & D.M. Nicol (2001): "Discrete-Event System Simulation"
Prentice-Hall, Inc., 3^rd Ed., 2001, 594 pp.

Banz, R.W. & M.H. Miller (1978):
"Prices for State-Contingent Claims: Some Estimates and Applications"
Journal of Business, vol.51, n^o 4, 1978, pp.653-672

Banzhaf, W. & P. Nordin & R.E. Keller & F.D. Francone (1998): "Genetic Programming – An Introduction on the Automatic Evolution of Computer Programs and Applications"
Morgan Kaufmann Pub., Inc. and dpunkt-Verlag, 1998, 470 pp.

Bardhan, I. (1995): "Exchange Rate Shocks, Currency Options and the Siegel Paradox"
Journal of International Money and Finance, vol.14, n^o 3, June 1995, pp.441-458

Bardhan, I. & X. Chao (1996): "Stochastic Multi-Agent Equilibria in Economies with Jump-Diffusion Uncertainty"
Journal of Economic Dynamics and Control, n^o 20, 1996, pp.361-384

Bardi, M. & T.E.S. Raghavan & T. Parthasarathy, Eds. (1999): "Stochastic and Differential Games – Theory and Numerical Methods"
Birkhäuser Boston, 1999, 380 pp.

Barham, B.L. & J.P. Chavas & R.M. Klemme (1994): "Low Capital Dairy Strategies in Wisconsin: Lessons from a New Approach to Measuring Profitability"
Staff Paper Series n^o 381, University of Wisconsin-Madison, October 1994, 28 pp.

Bar-Ilan, A. & W.C. Strange (1996): "Investment Lags"
American Economic Review, vol.86, n^o 3, June 1996, pp.610-622

Barles, G. & J. Burdeau & M. Romano & N. Sansoen (1995): "Critical Stock Price Near Expiration"
Mathematical Finance, vol. 5, n^o 2, April 1995, pp.77-95

Barnett, W.A. & A.R. Gallant & M.J. Hinich & J.A.Jungeilges & D.T. Kaplan & M.J. Jensen (1996): "A Single-Bind Controlled Competion Among Tests for Nonlinearity and Chaos"
Washington University Working Paper (via Internet), February 20, 1996, 60 pp.

Barney, J.B. & W. Lee (2000): "Multiple Considerations in Making Governance Choices: Implications of Transaction Cost Economics, Real Options Theory, and Knowledge-Based Theories of the Firm"
in Foss & Mahnke, Eds., Competence, Governance, and Entrepreneurship – Advances in Economic Strategy Research, Oxford University Press, 2000, pp. 304-317

Barone-Adesi, G. & R.E. Whaley (1988):
"On the Valuation of American Put Options on Dividend-Paying Stocks"
Advances in Futures and Options Research, vol.3, 1988, pp.1-13

Barone-Adesi, G. & R.E. Whaley (1987): "Efficient Analitic Approximation of American Option Value"
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Real Options in Capital Investments: Models, Strategies, and Aplications
Ed. by L. Trigeorgis, Praeger Publisher, Westport, Conn., 1995, pp.303-319

Villeneuve, S. (1999): "Exercise Regions of American Options on Several Assets"
Finance and Stochastics, vol.3, 1999, pp. 295-322

Vives, X. (1999): "Oligopoly Pricing – Old Ideas and New Tools"
MIT Press, 1999, 425 pp.

Vohra, R. (1999): "Incomplete Information, Incentive Compatibility, and the Core"
Journal of Economic Theory, vol.86, 1999, pp.123-147

Voit, J. (2001): "The Statistical Mechanics of Financial Markets"
Springer-Verlag Berlin Heidelberg, 2001, 220 pp.

Vollert, A. (2003): "A Stochastic Control Framework for Real Options in Strategic Valuation"
Birkhäuser Boston, 2003, 266 pp.

Von Altrock, C. (1997): "Fuzzy Logic & Neurofuzzy Applications in Business & Finance"
Prentice-Hall, Inc., 1997, 375 pp.

von Mises, R. (1957): "Probability, Statistics and Truth"
Dover Ed., 1981 (original by George Allen & Unwin Ltd., 1957), 2^nd rev. ed., 244 pp.

Von Neumann, J. & O. Morgenstern (1944): "Theory of Games and Economic Behavior"
Princeton University Press, 3^rd Edition (1953), 641 pp.

Vose, D. (2000): "Risk Analysis – A Quantitative Guide"
John Wiley & Sons, 2^nd Edition, 2000, 418 pp.

Vuolo, J.H. (1996): "Fundamentos da Teoria dos Erros"
Editora Edgard Blücher Ltda., São Paulo, 2^nd Ed., 1996, 249 pp.

Vvedensky, D. (1993): "Partial Differential Equations with Mathematica"
Addison-Wesley Publishing Company Inc., Great Britain, 1993

Wackerly, D.D. & W. Mendenhall III & R.L. Scheaffer (2002): "Mathematical Statistics with Applications"
Duxbury, Thomson Learning, 6^th Ed., 2002, 853 pp.

Walras, L. (1900): "Elements of Pure Economics" (original: Elements d’economie Politique Pure)
Richard D. Irwin Inc. (English edition 1954), Ed. Definitive, 1900 (1^st ed. 1874), 620 pp.

Wang, M.C. & G.E. Uhlenbeck (1945): "On the Theory of Brownian Motion II"
Review of Modern Physics, vol.17, April-July 1945. Reprinted in N. Wax, eds., Selected Papers on Noise and Stochastic Processes, Dover Pub., 1954, pp.113-132

Watsham, T.J. (1998): "Futures and Options in Risk Management"
Thomson Learning, London, 2^nd Ed., 1998, 606 pp.

Watsham, T.J. & K. Parramore (1997): "Quantitative Methods in Finance"
Thomson Learning, London, 1997, 395 pp.

Weeds, H. (2002a): "Strategic Delay in a Real Options Model of R&D Competition"
Review of Economic Studies, vol.69, 2002, pp.729-747. Previous version presented at the 3^rd Annual International Conference on Real Options, 1999, Wassenaar, Netherlands, 30 pp.

Weeds, H. (2002b): "Real Options and Game Theory: When Should Real Options Valuation Be Applied?"
Paper presented at the 6^th Annual International Conference on Real Options, Coral Beach, Paphos, Cyprus, July 2002, 17 pp.

Weeds, H. (1999): "Reverse Hysteresis': R&D Investment with Stochastic Innovation"
Paper presented at the 3^rd Annual International Conference on Real Options, June 1999, Wassenaar, The Netherlands, 21 pp.

Weibull, J.W. (1995): "Evolutionary Game Theory"
MIT Press, 1995, 265 pp.

Weisstein, E.W. (2003): "CRC Concise Encyclopedia of Mathematics"
CRC Press, 2^nd Ed., 2003, 3242 pp.

Weitzman, M.L. & W. Newey & M. Rabin (1981): "Sequencial R&D Strategy for Synfuels"
Bell Journal of Economics n^o 12, pp.574-590

Weitzman, M.L. (1979): "Optimal Search for the Best Alternative"
Econometrica, vol.47, n^o 3, May 1979, pp.641-654

Welch, I. (1992): "Sequential Sales, Learning, and Cascades"
Journal of Finance, vol.47, n^o 2, June 1992, pp.695-732

Welch, R.L. & D.M.Chen (1991): "Static Optimization of American Contingent Claims"
Advances in Futures and Options Research, vol.5, 1991, pp.175-184

Wey, L. (1993): "Effects of Mean-Reversion on the Valuation of Undeveloped Oil Reserves and the Results of the Optimal Investment Rules"
Undergraduate Thesis (supervisor Prof. Pindyck), MIT, May 1993, 53 pp.

Whaley, R.E. (1986): "Valuation of American Futures Options: Theory and Empirical Tests"
Journal of Finance, vol.41, n^o 1, March 1986, pp.127-150

Whaley, R. (1981): "On the Valuating of American Call Options on Stocks with Known Dividends"
Journal of Financial Economics, vol.9, June 1981, pp.207-211

Whiteside, M.W. & C. Drown & G. Levy (2001): "General Solution for Option Analysis and Valuation Using a Branching Monte Carlo Method"
SPE paper n^o 71412, presented at the 2001 SPE Annual Technical Conference and Exhibition held in New Orleans, Louisiana, 30 September–3 October 2001, 10 pp.

Whittle, P. (2000): "Probability via Expectation"
Springer Verlag New York, Inc., 4^th Ed., 2000, 352 pp.

Wideman, R.M., Eds., (1992): "Project & Program Risk Management – A Guide to Managing Project Risks & Oportunities"
Project Management Institute, 1992, ~120 pp.

Wiggins, J.B. (1987): "Options Values under Stochastic Volatility"
Journal of Financial Economics, n^o 19, pp.351-372

Willard, G.A. (1997): "Calculating Prices and Sensitivities for Path-Independent Derivative Securities in Multifactor Models"
Journal of Derivatives, Fall 1997, pp.45-61

Williams, D. (2001): "Weighing the Odds – A Course in Probability and Statistics"
Cambridge University Press, First Edition, 2001, 547 pp.

Williams, D. (1991): "Probability with Martingales"
Cambridge University Press, First Edition, 1991, 251 pp.

Williams, J.D. (1954): "The Compleat Strategyst"
Rand Co. 1954, Dover Edition 1986, 268 pp.

Williams, J.T. (1995): "Pricing Real Assets with Costly Search"
Review of Financial Studies, Spring 1995, vol.8, n^o 1, pp.55-90

Williams, J.T. (1993): "Equilibrium and Options on Real Assets"
Review of Financial Studies, vol.6, n^o 4, Winter 1993, pp.825-850

Williams, J.T. (1991): "Real Estate Development as an Option"
Journal of Real Estate Finance and Economics, vol.4, n^o 2, June 1991, pp.191-208

Williams, S. (2002): "Arguing A.I. – The Battle for Twenty-First-Century Science"
AtRandom.com Books, 2002, 95 pp.

Willner, R. (1995): "Valuing Start-up Venture Growth Options"
Real Options in Capital Investments: Models, Strategies, and Aplications
Ed. by L. Trigeorgis, Praeger Publisher, Westport, Conn., 1995, pp.221-239

Wilmott, P. (2001): "Paul Wilmott Introduces Quantitative Finance"
John Wiley & Sons, Inc., 2001, 521 pp.

Wilmott, P. (2000): "Paul Wilmott on Quantitative Finance"
John Wiley & Sons, Inc., 2000, Vols. 1 and 2, total of 1010 pp.

Wilmott, P. (1998): "Derivatives – The Theory and Practice of Financial Engineering"
John Wiley & Sons, Inc., 1998, 739 pp.

Wilmott, P. & J. Dewynne & S. Howison (1993): "Option Pricing: Mathematical Models and Computation"
Oxford Financial Press, 1993, 457 pp.

Wilmott, P. & S. Howison & J. Dewynne (1995): "The Mathematics of Financial Derivatives - A Student Introduction"
Cambridge University Press, 1995, 317pp.

Wilson, R.B. (1993): "Nonlinear Pricing"
Oxford University Press, 1993, 429 pp.

Wilson, R.B. (1977): "A Bidding Model of Perfect Competition"
Review of Economic Studies, vol.44, 1977, pp.511-518

Wilson, R. (1975): "Informational Economies of Scale"
Bell Journal of Economics, vol.6, 1975, pp.184-195

Wilson, R. (1972): "Computing Equilibria of Two-Person Games from Extensive Form"
Management Science, vol.18, n^o 7, March 1972, pp.448-460

Wilson, R.S. & F.J. Fabozzi (1996): "Corporate Bonds – Structure & Analysis"
FJF Assoc., 1996, 374 pp.

Winkler, R.L. (2003): "Bayesian Inference and Decision"
Probabilistic Publishing, Gainesville (FL, USA), 2^nd Ed., 2003, 452 pp.

Winslow, D.J. & D.L. Porges (1993): "Commodity Price Swaps: A Tool for Asset Management"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.165-178
SPE paper n^o 25836, Dallas, Texas, March 1993

Winston, W.L. (2001): "Financial Models Using Simulation and Optimization II"
Palisade Co., Eds., 2001, 382 pp.

Winston, W.L. (1999a): "Decision Making Under Uncertainty – with RiskOptimizer"
Palisade Co., Eds., 1999, 244 pp.

Winston, W.L. (1999b): "A Tutorial on Using Excel and Excel Add-ins to Value Real Options"
Paper presented at the to the 3^rd Annual International Conference on Real Options, June 1999, Netherlands, 57 pp.

Winston, W.L. (1999c): "Pricing of Options for Arbitrary Distributions"
Paper presented at the to the 3^rd Annual International Conference on Real Options, June 1999, Netherlands, 14 pp.

Winston, W.L. (1998): "Financial Models Using Simulation and Optimization"
Palisade Co., Eds., 1998, 500 pp.

Winston, W.L. (1996): "Simulation Modeling Using @Risk"
Duxbury Press, 1996, 230 pp.

Winter, J. (1998): "Investment and Exit Decisions at the Plant Level – A Dynamic Programming Approach"
Physica-Verlag Heidelberg, 1998, 186 pp.

Wolfram, S. (2002): "A New Kind of Science"
Wolfram Media, Inc., 2002, 1197 pp.

Wolfstetter, E. (1999): "Topics in Microeconomics – Industrial Organization, Auctions, and Incentives"
Cambridge University Press, 1999, 370 pp.

Wonnacott, T.H. & R.J. Wonnacott (1990): "Introductory Statistics"
John Wiley & Sons, Inc., 5^th Ed., 1990, 711 pp.

Wong, D. (1996): "Generalized Optimal Stopping Problems and Financial Markets"
Addison Wesley Longman Inc., 1996, 114 pp.

Wood, A.J. & B.F. Wollenberg (1996): "Power Generation Operation and Control"
John Wiley & Sons, Inc., 2^nd Ed., 1996, 569 pp.

Wooldridge, J.M. (2002): "Econometric Analysis of Cross Section and Panel Data"
MIT Press, 2002, 752 pp.

Wu, R. & M.C. Fu (2000): "Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options"
Working Paper, University of Maryland at College Park, April 2000, 30 pp.

Yanagimoto, T. (1991): "Dependence Ordering in Statistical Models and Other Notions"
In H.W. Block & A.R.Sampson & T.H. Savits (Eds.), Topics in Statistical Dependence, Lecture Notes Monograph Series, 16, The Institute of Mathematical Statistics, Hayward, 1991, pp.489-496

Yermack, D. (1996): "Good Timing: CEO Stock Options Awards and Company News Announcements"
Workink Paper, New York University-Stern S.B., June 1996, 42 pp.

Yong, J., Eds. (2002): "Recent Developments in Mathematical Finance"
World Scientific Publishing Co. Pte. Ltd., Singapore, 2002, 276 pp.

Young, H.P. (1998): "Individual Strategy and Social Structure"
Princeton University Press, 1998, 189 pp.

Zeephongsekul, P. & C. Chiera (1995): "Optimal Software Release Policy Based on a Two-Person Game of Timing"
Journal of Applied Probability, vol.32, 1995, pp.470-481

Zein, R. (1999): "A Closed Form Solution for Real Options with a Non-Degenerate Jump Process"
Paper presented at the to the 3rd Annual International Conference on Real Options, June 1999, Netherlands, 33 pp.

Zeira, J. (1987): "Investment as a Process of Search"
Journal of Political Economy, n^o 95, February 1987, pp.204-210

Zelazny, G. (2001): "Say It with Charts"
McGraw-Hill Ed., 4^th Ed., 2001, 226 pp.

Zenios, S.A. (1993): "Financial Optimization"
Cambridge University Press, 1993, 350 pp.

Zettl, M. (2000): "Extending the Option Pricing Theory for the Valuation of E&P Projects"
SPE paper n^o 62968, 2000 SPE Annual Technical Conference and Exhibition, Dallas, October 2000, Proceedings pp.259-268

Zhang, P.G. (1998): "Exotic Options: A Guide to Second Generation Options"
World Scientific Pub. Co., 2^nd Edition, 1998, 692 pp .

Zhang, W. & S. Koenig (Eds.) (1999): "Search Techniques for Problem Solving under Uncertainty and Incomplete Information"
Papers from the 1999 AAAI Spring Symposium, Technical Report SS-99-07, AAAI Press, 158 pp.

Zhao, J. & D. Zilberman (1999): "Irreversibility and Restoration in Natural Resource Development"
Oxford Economic Papers, vol.51, 1999, pp.559-573

Zhou, C. (1997): "Default Correlation: An Analytical Result"
Working Paper, Federal Reserve Board, Washington, May 1997, 28 pp.

Zhu, J. (2000): "Modular Pricing of Options – An Application of Fourier Analysis"
Springer-Verlag, Lectures Notes in Economics and Mathematical Systems 493, 2000, 170 pp.

Ziegler, A. (1999): "A Game Theory Analysis of Options – Contributions to the Theory of Financial Intermediation in Continuous Time"
Springer-Verlag, 1999, 145 pp.

Zinkhan, F.C. (1991): "Option Pricing and Timberland’s Land-Use Conversion Option"
Land Economics, vol.67, August 1991, pp.317-325

Zivney, T.L. (1991): "The Value of Early Exercise in Options Prices: An Empirical Investigation"
Journal of Financial and Quantitative Analysis, vol.26, n^o 1, March 1991, pp.129-1380

Zmeskal, Z. (2001): "Application of the Fuzzy-Stochastic Methodology to Appraising the Firm Value as a European Call Option"
European Journal of Operational Research, vol.135, 2001, pp.303-310

Zwillinger, D. (1998): "Handbook of Differential Equations"
Academic Press, 3^rd Edition, 1998, 801 pp.

Zwillinger, D. & S. Kokoska (2000): "Standard Probability and Statistics Tables and Formulae"
Chapman & Hall/CRC, 2000, 554 pp.

2) PETROLEUM SPECIFIC

Adelman, M.A. (1993): "The Economics of Petroleum Supply – Papers by M.A. Adelman 1962-1993"
MIT Press, 1993, 556 pp.

Adelman, M.A. (1986): "Oil Producing Countries Discount Rates"
Resources and Energy, vol.8, n^o 4, December 1986, pp.309-329

Adelman, M.A. & M.F. Koehn & H. de Silva (1989): "The Valuation of Oil Reserves"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.45-52
SPE paper n^o 18906, Dallas, Texas, March 1989

Adelman, M.A. & H.D. Jacoby (1979): "Alternative Methods of Oil Supply Forecasting"
Advances in the Economics of Energy and Resources, vol.2, pp.1-38
R. Pindyck ed., Greenwich, CT: J.A.I. Press, Inc., 1979

Adelman, M.A. & G.C. Watkins (1996): "The Value of United States Oil and Gas Reserves"
MIT Center for Energy and Environmental Policy Research, May 1996, 92 pp.

Alexander, R.C. (1992): "Divestments: Evolution of a Business"
SPE Oil & Gas Economics, Finance and Management Conference, London, April 1992
Proceedings, pp.211-218. SPE (Society of Petroleum Engineers) paper n^o 24252

Al-Obaidan, A.M. & G.W. Scully (1995): "The Theory and Measurement of the Net Benefits of Multinationality: The Case of the International Petroleum Industry"
Applied Economics, n^o 27, 1995, pp.231-238

Amano, R.A. & S.Norden (1995): "Exchange Rates and Oil Prices"
Working Paper n^o 95-8, Bank of Canada, September 1995, 30 pp.

Asrilhant, B. (1991): "Marlim Field Development: A Challenge in Deepwaters Production"
10^th ASME et al., OMAE (Offshore Mechanic and Artic Engineering Conference)
Stavanger, Norway, 23-28 June 1991 - Proceedings: vol.1, part B, pp.371-384

Awad, S.P. & M.R. Piazza & E.F. Nogueira (1995):
"Drilling Optimization in Deepwater Field Development Offshore Brazil"
Presented at the 27^th Annual OTC in Houston, Texas, 1-4 May 1995
Proceedings of Offshore Technology Conference, vol.4, pp.255-261, OTC n^o 7897

Aylor, Jr., W.K. (1999): "Measuring the Impact of 3-D Seismic on Business Performance"
SPE paper #52970 presented at the 1999 SPE Hydrocarbon Economics and Evaluation Symposium, Dallas, 20-23 March 1999, 7 pp.

Beckmann, M.J. (1974): "A Note on the Optimal Rates of Resource Exhaustion"
Review of Economic Studies, Symposium Issue 1974, pp.121-122

Beike, D. & M.H. Holtz (1995):
"Cost Functions for Oil Well Drilling, Lease Equipment and Well Operation in Texas"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.307-321
SPE paper n^o 30065, Dallas, Texas, March 1995

Beltrão, R.L.C. (1995): "Cost Reduction in Deep Water Production Systems"
Presented at the 27^th Annual OTC in Houston, Texas, 1-4 May 1995
Proceedings of Offshore Technology Conference, vol.4, pp.263-273, OTC n^o 7898

Beninger, W.A. & D.C. Arndt (1987): "Guidelines Can Improve Property Acquisition Results"
Oil & Gas Journal, October 12, 1987, OGJ Report, pp.39-44

Bittencourt, A.C. & R.N. Home (1997): "Reservoir Development and Design Optimization"
Proceedings of the 1997 SPE Annual Technical Conference and Exhibition, San Antonio, Texas, October 1997, pp.545-558

Blitzer, C. R. & D.R. Lessard & J. L. Paddock (1984):
"Risk-Bearing and the Choice of Contract Forms for Oil Exploration and Development"
Energy Journal, vol.5 n^o 1, 1984

Bodie, Zvi & V. Rosanski (1980): "Risk and Return in Commodity Futures"
Financial Analysts Journal n^o 36 (3), May, pp. 27-40

Boomer, R.J. (1995): "Modeling Lease Operating Expenses"
SPE paper n^o 30055, presented at the SPE Hydrocarbons and Evaluation Symposium held in Dallas, Texas, U.S.A., 26-28 March 1995

Brady, S. (1994): "A Hedge Too Late"
Corporate Finance, January 1994, pp.20-26 (Simon Brady reports)

Brett, J.F. & L.D. Feldkamp (1993):
"The Evidence for and Implications of a Fractal Distribuition of Petroleum Reserves"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.73-84
SPE paper n^o 25826, Dallas, Texas, March 1993

Brons, F. (1964): "The Relation of Earning Power to Other Profitability Criteria"
Oil and Gas Property Evaluation and Reserves Estimates
SPE Reprint Series n^o 3, pp.147-153

Brons, F. & M.W. McCarry Jr. (1960): "Methods for Calculating Profitabilities"
Oil and Gas Property Evaluation and Reserves Estimates
SPE Reprint Series n^o 3, pp.129-139

Brown, R. & J. O’Sullivan & Y.O. Bayazitoglu (1994):
"Economic Considerations for Deep Water Gulf of Mexico Development"
OMAE (Offshore Mechanic and Artic Engineering Conference) 1994
Proceedings: vol.1, pp.179-184

Caetano, E.F. & Dias, M.A.G. (1997): "A Review of Multiphase Metering Applications in the Campos Basin"
Presented at Third International Conference on Multiphase Metering, Aberdeen (UK), 12-13 March, 1997

Cairns, R.D. & G.A. Davis (1998): "On Using Current Information to Value Hard-Rock Mineral Properties"
Review of Economic and Statistics, n^o 4, vol.80, November 1998, pp.658-666

Caldwell, R.H. & D.I. Heather (1995): "Why Our Reserves Definitions Don’t Work Anymore"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.85-94
SPE paper n^o 30041, Dallas, Texas, March 1995

Caldwell, R.H. & D.I. Heather (1989): "Acquisition Strategy Development"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.23-32
SPE paper n^o 18904, Dallas, Texas, March 1989

Campbell, H.F. (1980):
"The Effect of Capital Intensity on the Optimal Rate of Extraction of a Mineral Deposit"
Canadian Journal of Economics, vol.13, n^o 2, May 1980, pp.349-356

Campbell, J.M. (1962): "Optimization of Capital Expenditures in Petroleum Investments"
Oil and Gas Property Evaluation and Reserves Estimates
SPE Reprint Series n^o 3, pp.140-146

Capen, E.C. (1995): "A Problem with Experts"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.255-266
SPE paper n^o 30060, Dallas, Texas, March 1995

Capen, E.C. (1993): "A Consistent Probabilistic Approach to Reserves Estimates"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.117-122
SPE paper n^o 25830, Dallas, Texas, March 1993

Capen, E.C. (1991a): "Rethinking Sunk Costs"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.65-70
Dallas, Texas, April 11-12, 1991, SPE paper n^o 22017

Capen, E.C. (1991b): "Rethinking Sunk Costs - A Value Approach"
Journal of Petroleum Technology, December 1991, pp.1418-1423

Capen, E.C. & R.V. Clapp & W.M. Campbell (1971): "Competitive Bidding in High-Risk Situations"
Journal of Petroleum Technology, vol.23, June 1971, pp.641-653

Clapp, R.V. (1995): "An Alternative Concept of Investment for Improved Profitability Measures"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.179-185
SPE paper n^o 30051, Dallas, Texas, March 1995

Dasgupta, P.S. & J.E. Stiglitz (1981): "Resource Depletion under Technological Uncertainty"
Econometrica, vol.49, n^o 1, January1981, pp.85-104

David, A. & J.M. Kipp (1991): "Risk Factors in Oil and Gas Lending - New Financing Alternatives"
Journal of Petroleum Technology, December 1991, pp.1490-1495

David, A. & T.S. Hickman (1991): "What Is the Market Value of Long-Life Reserves?"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.7-16
SPE paper n^o 20508, Dallas, Texas, April 1991

Deffeyes, K.S. (2001): "Hubbert’s Peak – The Impending World Oil Shortage"
Princeton University Press, 2001, 208 pp.

Demirmen, F. (2001): "Subsurface Appraisal: The Road from Reservoir Uncertainty to Better Economics"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings, SPE paper n^o 68603, Dallas, Texas, April 2001, 7 pp.

Deserts, L. des (1994): "Compliant Towers versus Floaters"
OMAE (Offshore Mechanic and Artic Engineering Conference) 1994
Proceedings: vol.1, pp.185-188

Dhir, R. & R.R. Dern Jr & M.J. Mavor (1991):
"Economic and Reserve Evaluation of Coalbed Methane Reservoirs"
Journal of Petroleum Technology, December 1991, pp.1424-1431, 1518

Dias, M.A.G. & R.L.C. Beltrão (1991): "Albacora - A Deepwater Field Feasibility Study"
10^th ASME et al., OMAE (Offshore Mechanic and Artic Engineering Conference)
Stavanger, Norway, 23-28 June 1991 - Proceedings: vol.1, part B, pp.385-400

Dias, M.A.G. & C.A.P. Oliveira (1990a): "Albacora, a Deepwater Giant Field Development"
SPE 1990 Latin American Petroleum Engineering Conference (LAPEC)
Rio de Janeiro, 1990. SPE paper n^o 21147

Dias, M.A.G. & C.A.P. Oliveira (1990b): "Albacora, a Deepwater Giant Field Development"
Underwater Technology Conference (UTC) - Bergen, Norway, 19-21 March 1990
Proceedings of UTC pp.169-188

Diggle, F.J. & A. David (1987): "The Perils of Market Value Averages"
62^nd Annual Technical Conference and Exibition of the SPE, Dallas, Texas, 27-30/09/87
SPE paper n^o 16841, 1987

Doering, M.A. (1993): "Acquisition Pitfalls: Operating Cost Forecasts"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.209-217
SPE paper n^o 25841, Dallas, Texas, March 1993

Doherty, N.A. & C.W. Smith Jr. (1995): "Corporate Insurance Strategy: The Case of British Petroleum"
Journal of Applied Corporate Finance, vol.6, n^o 5, Fall 1995, pp.4-15

Dougherty, E.L. & J. Sarkar (1993): "Current Investment Practices and Procedures: Results of a Survey of U.S. Oil and Gas Producers and Petroleum Consultants"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.53-62
Dallas, 29-30 March 1993. SPE paper n^o 25824

Economides, M. & R. Oligney (2000): "The Color of Oil"
Round Oak Pub. Co., Inc., 2000, 203 pp.

Epstein, G.S. (1996): "The Extraction of Natural Resources from Two Sites under Uncertainty"
Economic Letters, vol.51, n^o 3, 01 June 1996, pp.309-314

Forbes, K.F. & E.M. Zampelli (2000): "Technology and the Exploratory Success Rate in the U.S. Offshore"
Energy Journal, vol.21, n^o 1, 2000, pp.109-120

Garb, F.A. (1988): "Assessing Risk in Estimating Hydrocarbon Reserves and in Evaluating Hydrocarbon-Producing Properties"
Journal of Petroleum Technology, June 1988, pp.765-778

Garb, F.A. & T.A. Larson (1987): "Valuation of Oil and Gas Reserves"
Petroleum Engineering Handbook, H.B. Bradley (ed.), SPE, TX, 1987, Chapter 41

Garb, F.A. & H.J. Gruy & J.W. Wood (1982): "Determining the Value of Oil and Gas in the Ground"
World Oil, March 1982, pp.105-108

Garcia, A.L. & F.J.C.P. Pinto & M.A.G. Dias & A.M.C.G.F. Mattos (1998): "Roncador Field – A Rapid Development in Ultra-Deep Water"
Presented at OMAE 98, Lisbon, June 1998, Petrobras Workshop Proceedings, pp.56-61

Gaudet, G. & A.M. Khadr (1991): "The Evolution of Natural Resource Prices under Stochastic Investment Opportunities: An Intertemporal Asset-Pricing Approach"
International Economic Review, vol.32, n^o 2, May 1991, pp.441-455

Gaudet, G. & P. Howitt (1989): "A Note on Uncertainty and the Hotelling Rule"
Journal of Environmental Economics and Management, 16, 1989, pp.80-86

Gjolberg, O. & T. Johnsen (1999): "Risk Management in the Oil Industry: Can Information on Long-Run Equilibrium Prices Be Utilized?"
Energy Economics, 1999, vol.21, pp.517-527

Griffin, J.M. & W.S. Neilson (1994):
"The 1985-86 Oil Price Collapse and Afterwards: What Does Game Theory Add?"
Economic Inquiry, vol.32, n^o 4, October 1994, pp.543-561

Hampson, P. & J. Parsons & C.R. Blitzer (1991): "A Case Study in the Design of an Optimal Production Sharing Rule for a Petroleum Exploration Venture"
Journal of Financial Economics, n^o 30, 1991, pp.45-67

Hanson, D.A. (1979): "Increasing Extration Costs and Resource Prices"
Advances in the Economics of Energy and Resources, vol.2, pp.171-186
R. Pindyck ed., Greenwich, CT: J.A.I. Press, Inc., 1979

Harbaugh, J.W. & J.C. Davis & J. Wendebourg (1995): "Computing Risk for Oil Prospects: Principles and Programs"
Pergamon – Elsevier Science Ltd., 1995, 452 pp.

Harris, D.P. (1990): "Mineral Exploration Decisions – A Guide to Economics Analysis and Modeling"
John Wiley & Sons, Inc., 1990, 436 pp.

Hartsock, J.H. & H.J. Gruy (1995):
"The Treatment of Capital in Estimating Fair Market Value of Oil and Gas Properties"
SPE Hydrocarbon Economics and Evaluation Symposium, Proceedings pp.147-152
SPE paper n^o 30048, Dallas, Texas, March 1995

Hendricks, K. & D. Kovenock (1989):
"Asymmetric Information, Information Externalities, and Efficiency: The Case of Oil Exploration"
Rand Journal of Economics, vol.20, n^o 2, Summer 1989, pp.164-182

Hendricks, K. & R.H. Porter (1996): "The Timing and Incidence of Exploratory Drilling on Offshore Wildcat Tracts"
American Economic Review, vol.86, n^o 3, June 1996, pp.388-407

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