Retracted article: A generalized real option pricing method of R\&D investments: jump diffusion and external competition
DOI10.1080/10236198.2019.1661394zbMATH Open1451.91194OpenAlexW2971391187MaRDI QIDQ5205906FDOQ5205906
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
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
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)
Cites Work
- Option pricing when underlying stock returns are discontinuous
- Investment and the Valuation of Firms When There is an Option to Shut Down
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE
- 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This page was built for publication: Retracted article: A generalized real option pricing method of R\&D investments: jump diffusion and external competition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)
