Evaluating pharmaceutical R\&D under technical and economic uncertainty
From MaRDI portal
Publication:421539
DOI10.1016/j.ejor.2011.01.055zbMath1237.90148OpenAlexW2029037539MaRDI QIDQ421539
Publication date: 14 May 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.01.055
Case-oriented studies in operations research (90B90) Corporate finance (dividends, real options, etc.) (91G50)
Related Items (25)
Investment timing and capacity choice in duopolistic competition under a jump-diffusion model ⋮ N-Fold compound option pricing with technical risk under fractional jump-diffusion model ⋮ A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework ⋮ Venture capital, staged financing and optimal funding policies under uncertainty ⋮ Staged venture capital investment considering unexpected major events ⋮ European option based R\&D investment decision making under uncertainties ⋮ A simple method for generalized sequential compound options pricing ⋮ Patent valuation under spatial point processes with delayed and decreasing jump intensity ⋮ Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties ⋮ Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate ⋮ Valuation of \(N\)-stage investments under jump-diffusion processes ⋮ Statistical properties and economic implications of jump-diffusion processes with shot-noise effects ⋮ Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations ⋮ Analytical solution for an investment problem under uncertainties with shocks ⋮ A real options game of alliance timing decisions in biopharmaceutical research and development ⋮ A stochastic model with interacting managerial operating options and debt rescheduling ⋮ Real options in operations research: a review ⋮ Risky choices in strategic environments: an experimental investigation of a real options game ⋮ A real options based decision support tool for R\&D investment: application to CO\(_2\) recycling technology ⋮ Valuing multistage investment projects in the pharmaceutical industry ⋮ A model of investment under uncertainty with time to build, market incompleteness and risk aversion ⋮ Optimal product release time for a new high-tech startup firm under technical uncertainty ⋮ Optimal investment in research and development under uncertainty ⋮ To expand and to abandon: real options under asset variance risk premium ⋮ Stochastic competitive entries and dynamic pricing
Cites Work
This page was built for publication: Evaluating pharmaceutical R\&D under technical and economic uncertainty