Real option valuation of public sector R&D investments with a down-and-out barrier option
Year of publication: |
2014
|
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Authors: | Zee, Roger D. van ; Spinler, Stefan |
Published in: |
Technovation : the international journal of technological innovation, entrepreneurship and technology management. - Amsterdam : Elsevier Scientific Publishing Co., ISSN 0166-4972, ZDB-ID 8386-0. - Vol. 34.2014, 8, p. 477-484
|
Subject: | Down-and-out barrier | Publically funded R&D | Real options | Risk management | Stretched trinomial lattice | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Risikomanagement | Öffentliche Investition | Public investment |
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