Real Option Approach to R & D Project Valuation

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Real Option Approach to R & D Project Valuation

The thesis illustrates that traditional NPV and decision tree are not appropriate to value the R&D project, due to the high uncertainty and multi-phase characters. The thesis reviews the applicability of real option methods in this field and explains the real options pricing theory. Additional...

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Bibliographic Details
Main Author:	Song, Shao Rong
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	NPV ENPV R&D real options new drug development modified binomial lattice Finance and Investment
Online Access:	https://eprints.nottingham.ac.uk/20648/

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