Evaluating pharmaceutical R&D under technical and economic uncertainty

European Journal of Operational Research

Volumn 212, Issue 2, 2011, Pages 374-385

  Pennings, Enrico ^a   Sereno, Luigi ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b UNIVERSITY OF PISA   (Italy)

Author keywords

Compound option; Jump diffusion process; Pharmaceutical industry; R D

Indexed keywords

CASE ANALYSIS; COMPOUND OPTION; DIFFUSION PROCESS; DRUG DEVELOPMENT; ECONOMIC UNCERTAINTY; INVESTMENT PROJECTS; JUMP-DIFFUSION PROCESS; MARKET INTRODUCTION; OPTION VALUE; PHARMACEUTICAL INDUSTRY;

DIFFUSION; ECONOMIC ANALYSIS; SENSITIVITY ANALYSIS;

UNCERTAINTY ANALYSIS;

EID: 79953323012     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2011.01.055     Document Type: Article

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