Luigi Sereno

University of Pisa - Facolta' di Economia

I-56126 Pisa

Italy

SCHOLARLY PAPERS

5

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1,536

CITATIONS

1

Scholarly Papers (5)

1.

Real Options Valuation of Pharmaceutical Patents: A Case Study

Number of pages: 25 Posted: 03 Feb 2010
Luigi Sereno
University of Pisa - Facolta' di Economia
Downloads 924 (13,525)

Abstract:

Compound Real Options, Pharmaceutical Industry, Patent Valuation

2.

A Model for Evaluating Pharmaceutical R&D Investment Projects Under Technical and Economic Uncertainties

ERIM Report Series Reference No. ERS-2010-009-STR
Number of pages: 27 Posted: 22 Feb 2010
Enrico Pennings and Luigi Sereno
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and University of Pisa - Facolta' di Economia
Downloads 136 (159,555)

Abstract:

G13, G24, G30, compound option, jump-discussion process, R&D, pharmaceutical industry

The Valuation of N-Phased Investment Projects under Jump-Diffusion Processes

Number of pages: 23 Posted: 30 Apr 2009 Last Revised: 01 Mar 2010
Rainer Andergassen and Luigi Sereno
University of Bologna - Department of Economics and University of Pisa - Facolta' di Economia
Downloads 79 (258,300)

Abstract:

N-fold compound options, sequential investments, jump-diffusion process

The Valuation of N-Phased Investment Projects Under Jump-Diffusion Processes

Quaderni Working Papers DSE No. 697
Number of pages: 24 Posted: 24 Sep 2010
Rainer Andergassen and Luigi Sereno
University of Bologna - Department of Economics and University of Pisa - Facolta' di Economia
Downloads 25 (427,874)

Abstract:

N-fold compound options, sequential investments, jump-diffusion process

4.

On the Optimal Timing of Switching from Non-Renewable to Renewable Resources: Dirty vs Clean Energy Sources and the Relative Efficiency of Generators

Quaderni DSE Working Paper N° 855,
Number of pages: 43 Posted: 27 Nov 2012
Elettra Agliardi and Luigi Sereno
University of Bologna - Department of Economics and University of Pisa - Facolta' di Economia
Downloads 59 (246,503)

Abstract:

Non-renewable resources, Renewable resources, Environmentally friendly technologies, Abatement costs, Taxes, Optimal switching time, Real options

5.

The Effects of Environmental Taxes and Quotas on the Optimal Timing of Emission Reductions Under Choquet-Brownian Uncertainty

University of Bologna Department of Economics Working Paper No. 725
Number of pages: 27 Posted: 21 Jan 2011
Elettra Agliardi and Luigi Sereno
University of Bologna - Department of Economics and University of Pisa - Facolta' di Economia
Downloads 29 (369,543)
Citation 1

Abstract:

Environmental Taxation, Non-Tradable Quotas, Optimal Implementation Time, Choquet-Brownian Uncertainty, Real Options