Financially adaptive clinical trials via option pricing analysis

DOI10.1016/J.JECONOM.2020.08.012OpenAlexW3099720979MaRDI QIDQ6199641FDOQ6199641

Authors: Shomesh E. Chaudhuri, Andrew W. Lo 

Publication date: 21 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.08.012

zbMATH Keywords

clinical trial designreal optionscapital budgetingBayesian adaptive platform trialdrug approval process

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• A model of R\&D valuation and the design of research incentives
• Investment and the Valuation of Firms When There is an Option to Shut Down
• Interim Analysis in Clinical Trials: The Role of the Likelihood Principle

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