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Volumn 29, Issue 6, 1999, Pages 57-74

Valuation of R and D projects using options pricing and decision analysis models

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EID: 0003258012     PISSN: 00922102     EISSN: None     Source Type: Journal    
DOI: 10.1287/inte.29.6.57     Document Type: Article
Times cited : (27)

References (14)
  • 3
    • 0001749529 scopus 로고
    • The options approach to capital investment
    • May-June
    • Dixit, A. K. and Pindyck, R. S. 1995, "The options approach to capital investment," Harvard Business Review, Vol. 73, No. 3 (May-June), pp. 105-115.
    • (1995) Harvard Business Review , vol.73 , Issue.3 , pp. 105-115
    • Dixit, A.K.1    Pindyck, R.S.2
  • 4
    • 0030150779 scopus 로고    scopus 로고
    • Applying options thinking to r&d valuation
    • January-February
    • Faulkner, T. W. 1996, "Applying options thinking to R&D valuation," Research · Technology Management, Vol. 38, No. 1 (January-February), pp. 49-56.
    • (1996) Research · Technology Management , vol.38 , Issue.1 , pp. 49-56
    • Faulkner, T.W.1
  • 6
    • 0020748627 scopus 로고
    • Threepoint approximations for continuous random variables
    • May
    • Keefer, D. L. and Bodily, S. E. 1983, "Threepoint approximations for continuous random variables," Management Science, Vol. 29, No. 5 (May), pp. 595-609.
    • (1983) Management Science , vol.29 , Issue.5 , pp. 595-609
    • Keefer, D.L.1    Bodily, S.E.2
  • 7
    • 0000135893 scopus 로고
    • Today's options for tomorrow's growth
    • March-April
    • Kester, W. C. 1984, "Today's options for tomorrow's growth," Harvard Business Review, Vol. 62, No. 2 (March-April), pp. 153-160.
    • (1984) Harvard Business Review , vol.62 , Issue.2 , pp. 153-160
    • Kester, W.C.1
  • 8
    • 0001832876 scopus 로고    scopus 로고
    • Investment opportunities as real options: Getting started on the numbers
    • July-August
    • Luehrman, T. A. 1998, "Investment opportunities as real options: Getting started on the numbers," Harvard Business Review, Vol. 76, No. 4 (July-August), pp. 51-67.
    • (1998) Harvard Business Review , vol.76 , Issue.4 , pp. 51-67
    • Luehrman, T.A.1
  • 9
    • 0011142440 scopus 로고
    • Evaluating research, ROI is not enough
    • September-October
    • Mechlin, G. and Berg, D. 1980, "Evaluating research, ROI is not enough," Harvard Business Review, Vol. 58, No. 5 (September-October), pp. 93-99.
    • (1980) Harvard Business Review , vol.58 , Issue.5 , pp. 93-99
    • Mechlin, G.1    Berg, D.2
  • 10
    • 34248474317 scopus 로고
    • Option pricing when underlying stock returns are discontinuous
    • Merton, R. C. 1976, "Option pricing when underlying stock returns are discontinuous," Journal of Financial Economics, Vol. 3, No. 1/2, pp. 125-144.
    • (1976) Journal of Financial Economics , vol.3 , Issue.1-2 , pp. 125-144
    • Merton, R.C.1
  • 11
    • 49449125071 scopus 로고
    • Determinants of corporate borrowing
    • Meyers, S. C. 1977, "Determinants of corporate borrowing," Journal of Financial Economics, Vol. 5, No. 2, pp. 147-175.
    • (1977) Journal of Financial Economics , vol.5 , Issue.2 , pp. 147-175
    • Meyers, S.C.1
  • 12
  • 13
    • 0001940172 scopus 로고
    • When choosing R&D projects, go with long shots
    • January-February
    • Morris, P. A.; Teisberg, E. O.; and Kolbe, L. A. 1991, "When choosing R&D projects, go with long shots," Research · Technology Management, Vol. 34, No. 1 (January-February), pp. 35-40.
    • (1991) Research · Technology Management , vol.34 , Issue.1 , pp. 35-40
    • Morris, P.A.1    Teisberg, E.O.2    Kolbe, L.A.3
  • 14
    • 0000576599 scopus 로고
    • An option valuation analysis of investment choices by a regulated firm
    • April
    • Teisberg, E. O. 1994, "An option valuation analysis of investment choices by a regulated firm," Management Science, Vol. 40, No. 4 (April), pp. 535-548.
    • (1994) Management Science , vol.40 , Issue.4 , pp. 535-548
    • Teisberg, E.O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.