Valuation of R\&D sequential exchange options using Monte Carlo approach (Q1038763)
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scientific article; zbMATH DE number 5636325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of R\&D sequential exchange options using Monte Carlo approach |
scientific article; zbMATH DE number 5636325 |
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Valuation of R\&D sequential exchange options using Monte Carlo approach (English)
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20 November 2009
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pseudo compound American exchange option
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R\&D
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Monte Carlo methods
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