Valuation of Compound Real Options for Investments in Innovative Projects in Pharmaceutical Industry

Author:

Baranov Alexander,Muzyko Elena

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance

Reference17 articles.

1. Baranov, A.O.; Muzyko, E.I. (2013) The evaluation of the effectiveness of venture capital financing of innovative projects by real options method, Novosibirsk, Novosibirsk State Technical University Publ., Monograph, 272 p., 2013.

2. Barone-Adesi, G.; Whaley, R.E. (1987) Efficient Analytic Approximation of American Option Values, Journal of Finance, 42, p. 301-320.

3. Black, F.; Scholes, M. (1973) The Pricing of Options and Corporate Liabilities, Journal of Political Economy, 81 (3), p. 637-659.

4. Botteron, P.; Casanova, J.F. (2003) Start-ups Defined as Portfolios of Embedded Options, FAME – International Center for Financial Asset Management and Engineering, 85, p. 1-14.

5. Geske, R. (1979) The valuation of compound options, Journal of Financial Economics, 7(1), p. 63-81.

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