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Robust Monte Carlo method for R&D real options valuation
Biancardi, Marta Elena; Villani, Giovanni - In: Computational economics 49 (2017) 3, pp. 481-498
Persistent link: https://www.econbiz.de/10011762124
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A neural network approach to value R&D compound american exchange option
Villani, Giovanni - In: Computational economics 60 (2022) 1, pp. 305-324
Persistent link: https://www.econbiz.de/10013262680
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Valuation of R&D investment opportunities with the threat of compentitors entry in real option analysis
Villani, Giovanni - In: Computational economics 43 (2014) 3, pp. 330-355
Persistent link: https://www.econbiz.de/10010258806
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Valuation of R&D sequential exchange options using Monte Carlo approach
Cortelezzi, Flavia; Villani, Giovanni - In: Computational economics 33 (2009) 3, pp. 209-236
Persistent link: https://www.econbiz.de/10003828834
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Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo; Villani, Giovanni - In: Annals of finance 17 (2021) 3, pp. 379-404
Persistent link: https://www.econbiz.de/10012622325