Financially adaptive clinical trials via option pricing analysis

DOI10.1016/J.JECONOM.2020.08.012MaRDI QIDQ6199641zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• A model of R\&D valuation and the design of research incentives
• Interim Analysis in Clinical Trials: The Role of the Likelihood Principle
• Investment and the Valuation of Firms When There is an Option to Shut Down
• The pricing of options and corporate liabilities

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