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Sereno, Luigi's
Scholarly Papers
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Total Downloads
824 |
Total
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1.
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Sereno, Luigi University of Pisa - Facolta' di Economia
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Compound Real Options, Pharmaceutical Industry, Patent Valuation
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Pennings, Enrico Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Sereno, Luigi University of Pisa - Facolta' di Economia
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108
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G13, G24, G30, compound option, jump-discussion process, R&D, pharmaceutical industry
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The Valuation of N-Phased Investment Projects under Jump-Diffusion Processes
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Andergassen, Rainer University of Bologna - Department of Economics Sereno, Luigi University of Pisa - Facolta' di Economia
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Posted:
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30 Apr 09
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Last Revised:
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26 Sep 10
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94
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Andergassen, Rainer University of Bologna - Department of Economics Sereno, Luigi University of Pisa - Facolta' di Economia
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N-fold compound options, sequential investments, jump-diffusion process
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Andergassen, Rainer University of Bologna - Department of Economics Sereno, Luigi University of Pisa - Facolta' di Economia
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30 Apr 09
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Last Revised:
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01 Mar 10
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72
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N-fold compound options, sequential investments, jump-diffusion process
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4.
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Agliardi, Elettra University of Bologna - Department of Economics Sereno, Luigi University of Pisa - Facolta' di Economia
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33
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Non-renewable resources, Renewable resources, Environmentally friendly technologies, Abatement costs, Taxes, Optimal switching time, Real options
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5.
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Agliardi, Elettra University of Bologna - Department of Economics Sereno, Luigi University of Pisa - Facolta' di Economia
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24
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Environmental Taxation, Non-Tradable Quotas, Optimal Implementation Time, Choquet-Brownian Uncertainty, Real Options
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