Valuation of R\&D compound option using Markov chain approach
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Recommendations
- Evaluating pharmaceutical R\&D under technical and economic uncertainty
- Valuing multistage investment projects in the pharmaceutical industry
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- The option value of advanced R\&D
Cites work
- A real option approach for investment opportunity valuation
- Change point dynamics for financial data: an indexed Markov chain approach
- Financial applications of bivariate Markov processes
- INVESTMENT TIMING UNDER REGIME SWITCHING
- Investment and the Valuation of Firms When There is an Option to Shut Down
- Strategic Delay in a Real Options Model of R&D Competition
- The price leadership share: a new measure of price discovery in financial markets
- Valuing Risky Projects: Option Pricing Theory and Decision Analysis
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Cited in
(5)- Valuing multistage investment projects in the pharmaceutical industry
- Valuation of R\&D sequential exchange options using Monte Carlo approach
- R\&D pipeline management: task interdependencies and risk management
- Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits
- Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
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