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Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate |
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| Authors: | Bufalo Michele Di Bari Antonio Villani Giovanni |
| Institution: | 1.Department of Methods and Models for Economics, Territory and Finance Università degli Studi di Roma “La Sapienza”, Via del Castro Laurenziano 9, 00185, Rome, Italy ;2.Department of Economics and Finance, University of Bari, Largo Abbazia S. Scolastica, 53, 70124, Bari, Italy ; |
| Abstract: | Annals of Finance - This paper focuses on valuing R&D projects using a twofold compound real option by including two knock-out barriers. However, the valuation of R&D projects is... |
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