Valuation of R\&D compound option using Markov chain approach (Q2240681)
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scientific article; zbMATH DE number 7420349
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| default for all languages | No label defined |
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| English | Valuation of R\&D compound option using Markov chain approach |
scientific article; zbMATH DE number 7420349 |
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Valuation of R\&D compound option using Markov chain approach (English)
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4 November 2021
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real option
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technical risk
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compound option
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0.7894077301025391
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0.7516553401947021
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0.7349640130996704
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0.7308521270751953
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0.7270167469978333
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