Robust Monte Carlo method for R&D real options valuation
Year of publication: |
March 2017
|
---|---|
Authors: | Biancardi, Marta Elena ; Villani, Giovanni |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 3, p. 481-498
|
Subject: | Least-squares Monte Carlo | R&D real options | Robustness analysis | Realoptionsansatz | Real options analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Robustes Verfahren | Robust statistics |
-
Comparison of least squares Monte Carlo methods with applications to energy real options
Nadarajah, Selvaprabu, (2017)
-
A cash flow-based approach for assessing expansion options stemming from project modularity
Caron, Franco, (2014)
-
A real options perspective on R&D portfolio diversification
Bekkum, Sjoerd van, (2008)
- More ...
-
International environmental agreements with asymmetric countries
Biancardi, Marta Elena, (2010)
-
Largest consistent set in international environmental agreements
Biancardi, Marta Elena, (2011)
-
Villani, Giovanni, (2022)
- More ...