Retracted article: A generalized real option pricing method of R\&D investments: jump diffusion and external competition

DOI10.1080/10236198.2019.1661394MaRDI QIDQ5205906zbMATH OpenOpenAlexFDO

Authors

Publication date 17 December 2019

Published in Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10236198.2019.1661394

zbMATH Keywords

real optionsjump diffusion modelR\&D investmentsexternal competition

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• Statement of retraction: A generalized real option pricing method of R&D investments: jump diffusion and external competition
• R\&D cooperation in real option game analysis
• Fuzzy multicriteria R\&D project selection with a real options valuation model
• R\&D project investment decision model based on real option theory
• Using game theory to model R\&D investment decision-making under uncertainty

Cites work

• EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE
• Investment and the Valuation of Firms When There is an Option to Shut Down
• Option pricing when underlying stock returns are discontinuous
• Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity

Cited in

(5)

• The returns to R\&D in Tobin q models and the option value of future R\&D.
• Pricing real abandonment options on several R\&D investment projects
• Statement of retraction: A generalized real option pricing method of R&D investments: jump diffusion and external competition
• R&D COMPETITION IN ALTERNATIVE TECHNOLOGIES : A REAL OPTIONS APPROACH
• The impact of economic policy uncertainty and monetary policy on R\&D investment: an option pricing approach

This page was built for publication: Retracted article: A generalized real option pricing method of R\&D investments: jump diffusion and external competition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5205906)