haku: @author Wu, M-C. / yhteensä: 1
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Tekijä: | Wu, M-C. Yen, S.H. |
Otsikko: | Pricing real growth options when the underlying assets have jump diffusion processes: the case of R&D investments |
Lehti: | R & D Management
2007 : JUN, VOL. 37:3 p. 269-281 |
Asiasana: | pricing growth diffusion r&d planning |
Kieli: | eng |
Tiivistelmä: | In this article the authorĀ“s goal is to build a real option pricing method for R&D investing, that is more general than previous significant models from other authors that have suggested similar kind of models and methods. In addition the article presents sensitivity analyses which show the dynamic connection between the real growth option value and the project value, investment, cost and main jump parameters. |
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