A Real Options Approach,
Pricing a Pharmaceutical R&D project using the Least Squares Monte Carlo Algorithm

QR Code

A Real Options Approach, Pricing a Pharmaceutical R&D project using the Least Squares Monte Carlo Algorithm

This thesis implements the Least Squares Monte Carlo Approach to value a pharmaceutical R&D project. The main objective of this thesis is to identify the usefulness of the Least Squares Monte Carlo (LSM) Approach for the R&D investment valuation. Schwartz (2001) proposes a LSM algorithm in...

Full description

Bibliographic Details
Main Author:	Dai, Kai
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	Real Options Approach Least Squares Monte Carlo Algorithm MATLAB program Pharmaceutical R&D Investment
Online Access:	https://eprints.nottingham.ac.uk/21321/

Similar Items

Characterization of dumping soil and settlement prediction using Monte Carlo approach
by: Mohd Pauzi, Nur Irfah
Published: (2013)

Adaptive antenna array beamforming using a concatenation of recursive least square and least mean square algorithms
by: Srar, Jalal Abdulsayed
Published: (2011)

Least-squares collocation with integer parameters
by: Teunissen, Peter
Published: (2006)

Least squares prediction in linear models with integer unknowns.
by: Teunissen, Peter.
Published: (2007)

Numerical properties of adaptive recursive least-squares (RLS) algorithms with linear constraints.
by: Huo, Jia Q.
Published: (1999)

Development of robust procedures for partial least square regression with application to near infrared spectral data
by: Silalahi, Divo Dharma
Published: (2021)

Integer aperture least-squares estimation
by: Teunissen, Peter
Published: (2005)

The Real Option Approach for Strategic Acquisitions: A Case Study of Fubon Acquiring IBA
by: Huang, Hui Chien
Published: (2005)

Application of Real Option Valuation to Real Estate Investment Appraisal-- A Case Study
by: Lu, Yisha
Published: (2007)

Application of Real Option Analysis to Pharmaceutical R&D Project
by: ZHAI, JIN
Published: (2007)

An investigation of Monte Carlo tree search and local search for course timetabling problems
by: Goh, Say Leng
Published: (2017)

A Framework for Low Complexity Least-Squares Localization With High Accuracy
by: Yan, J., et al.
Published: (2010)

The performance of robust weighted least squares in the presence of outliers and heteroscedastic errors
by: Midi, Habshah, et al.
Published: (2009)

The GPS integer least-squares statistics.
by: Teunissen, Peter
Published: (2000)

A combined Monte Carlo and Hückel theory simulation of orientational ordering in C60 assemblies
by: Leaf, Jeremy, et al.
Published: (2016)

The distribution of the GPS baseline in case of integer least-squares ambiguity estimation.
by: Teunissen, Peter
Published: (1998)

Bayesian Inference for Stochastic Epidemic Models using Markov chain Monte Carlo Methods
by: Demiris, Nikolaos
Published: (2004)

Integer Least-squares Theory for the GNSS Compass
by: Teunissen, Peter
Published: (2010)

Transformer health index assessment based on neural- fuzzy method utilising monte carlo simulation
by: Kadim, Emran Jawad
Published: (2016)

Review of Option Pricing Literature and An Online Real-Time Option Pricing Application Development
by: Liu, Shu
Published: (2007)

A review of non-stationary spatial methods for geodetic least-squares collocation
by: Darbeheshti, Neda, et al.
Published: (2010)

A study of C60 via scanning probe microscopy, Hückel, and Monte Carlo methods
by: Leaf, J.M.
Published: (2017)

Traditional Models and Real option Application for Companies' Merger and Acquisition -A Case Study of Acer Acquiring Gateway
by: ZHOU, SI
Published: (2007)

Real Option Approach to R&D Project Valuation
by: song, shaorong
Published: (2006)

Real Option Approach to R&D Project Valuation
by: song, shaorong
Published: (2006)

Uncertainty and investment in precision agriculture - Is it worth the money?
by: Tozer, Peter
Published: (2008)

ADOP based upper bounds for the bootstrapped and the least squares ambiguity success.
by: Teunissen, Peter
Published: (2000)

Development of project success model using partial least squares - structural equation modeling for Malaysia SMES
by: Khan, Ahmed Ali M.
Published: (2019)

Application of Real Option Approach in China Real Estate Development-A case study
by: Chen, Lu
Published: (2007)

Improvement of k-epsilon turbulence model for CFD simulation of atmospheric boundary layer around a high-rise building using stochastic optimization and Monte Carlo sampling technique
by: Shirzadi, Mohammadreza, et al.
Published: (2017)

Adaptive Array Beamforming Using a Combined LMS-LMS Algorithm
by: Srar, Jalal, et al.
Published: (2010)

Rational Pricing of Internet Companies Operating in Emerging Market
by: Lau, Yue Ming Alan
Published: (2008)

Investigating the Propagation Mechanism of Unmodelled Systematic Errors on Coordinate Time Series Estimated Using Least Squares
by: Stewart, Michael, et al.
Published: (2005)

Frequency-Dependent Diffusion Constant of Quantum Fluids from Path Integral Monte Carlo and Tikhonov’s Regularizing Functional
by: Kowalczyk, Poitr, et al.
Published: (2009)

Expected accuracy of tilt measurements on a novel hexapod-based Digital zenith camera system: A Monte-Carlo simulation study
by: Hirt, Christian, et al.
Published: (2014)

Modeling of American-style Asian option under jump-diffusion process
by: Laham, Mohamed Faris
Published: (2024)

Uncertainty quantification for flow and transport in porous media
by: Crevillen Garcia, David
Published: (2016)

Examining a model of knowledge management systems adoption and diffusion: A Partial Least Square approach
by: Xu, Jun, et al.
Published: (2012)

Combining Monte-Carlo and hyper-heuristic methods for the multi-mode resource-constrained multi-project scheduling problem
by: Asta, Shahriar, et al.
Published: (2016)

Valuation With Real Opions and Games
by: alyanak, tunc
Published: (2007)