European option based R\&D investment decision making under uncertainties

DOI10.1155/2015/125796zbMath1395.91524OpenAlexW2105570201WikidataQ59117305 ScholiaQ59117305MaRDI QIDQ1664669

Boyang Cao, Qing Miao, Ming-Hui Jiang

Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/125796

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate

Cites Work

• Developing real option game models
• Evaluating pharmaceutical R\&D under technical and economic uncertainty
• Valuation of \(N\)-stage investments under jump-diffusion processes
• Complex compound option models -- can practitioners truly operationalize them?
• Investment and the Valuation of Firms When There is an Option to Shut Down

This page was built for publication: European option based R\&D investment decision making under uncertainties