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European Option Based R&D Investment Decision Making under Uncertainties

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  • Qing Miao
  • Boyang Cao
  • Minghui Jiang

Abstract

This paper establishes the payoff models of the European option for research and development (R&D) projects with two enterprises in a research joint venture (RJV). The models are used to assess the timing and payoffs of the R&D project investment under quantified uncertainties. After the option game, the two enterprises can make optimal investment decision for the R&D project investment in the RJV.

Suggested Citation

  • Qing Miao & Boyang Cao & Minghui Jiang, 2015. "European Option Based R&D Investment Decision Making under Uncertainties," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-6, November.
    • Handle: RePEc:hin:jnlmpe:125796
    DOI: 10.1155/2015/125796
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