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Flavia Cortelezzi

Personal Details

First Name:Flavia
Middle Name:
Last Name:Cortelezzi
Suffix:
RePEc Short-ID:pco614
[This author has chosen not to make the email address public]

Affiliation

Dipartimento di Diritto, Economia e Culture
Università degli Studi dell'Insubria

Como, Italy
http://www4.uninsubria.it/on-line/home/naviga-per-tema/ricerca-scientifica/dipartimenti/dipartimento-di-diritto-economia-e-culture.html

:

Via S.Abbondio, 12 - I-22100 Como
RePEc:edi:ddinsit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Flavia Cortelezzi & Giovanni Villani, 2008. "Valuation of R&D Sequential Exchange Options using Monte Carlo approach," Quaderni DSEMS 04-2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  2. Flavia Cortelezzi & Giovanni Villani, 2007. "Strategic Technology Adoption and Market Dynamics as Option Games," Quaderni DSEMS 14-2007, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  3. Flavia Cortelezzi & Pierpaolo Giannoccolo, 2006. "Strategic Urban Development under Uncertainty," Working Papers 20060601, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Jun 2006.

Articles

  1. Flavia Cortelezzi & Giovanni Villani, 2009. "Valuation of R&D Sequential Exchange Options Using Monte Carlo Approach," Computational Economics, Springer;Society for Computational Economics, vol. 33(3), pages 209-236, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Flavia Cortelezzi & Giovanni Villani, 2008. "Valuation of R&D Sequential Exchange Options using Monte Carlo approach," Quaderni DSEMS 04-2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Giovanni Villani, 2009. "A Strategic R&D Investment with Flexible Development Time in Real Option Game Analysis," CESifo Working Paper Series 2728, CESifo Group Munich.
    2. Giovanni Villani, 2014. "Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 43(3), pages 331-355, March.
    3. Cassimon, Danny & Engelen, Peter-Jan & Yordanov, Vilimir, 2011. "Compound Real Option Valuation with Phase-Specific Volatility: a Multi-phase Mobile Payments Case Study," MPRA Paper 46053, University Library of Munich, Germany.
    4. Jeon, Chanwoong & Lee, Jeongjin & Shin, Juneseuk, 2015. "Optimal subsidy estimation method using system dynamics and the real option model: Photovoltaic technology case," Applied Energy, Elsevier, vol. 142(C), pages 33-43.
    5. Pennings, Enrico & Sereno, Luigi, 2011. "Evaluating pharmaceutical R&D under technical and economic uncertainty," European Journal of Operational Research, Elsevier, vol. 212(2), pages 374-385, July.
    6. Roger Adkins & Dean Paxson, 2017. "Sequential investments with stage-specific risks and drifts," The European Journal of Finance, Taylor & Francis Journals, vol. 23(12), pages 1150-1175, September.

  2. Flavia Cortelezzi & Giovanni Villani, 2007. "Strategic Technology Adoption and Market Dynamics as Option Games," Quaderni DSEMS 14-2007, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Giovanni Villani, 2009. "A Strategic R&D Investment with Flexible Development Time in Real Option Game Analysis," CESifo Working Paper Series 2728, CESifo Group Munich.

  3. Flavia Cortelezzi & Pierpaolo Giannoccolo, 2006. "Strategic Urban Development under Uncertainty," Working Papers 20060601, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Jun 2006.

    Cited by:

    1. Weiß, Dominik, 2009. "Keeping the Bubble Alive! The Effects of Urban Renewal and Demolition Subsidies in the East German Housing Market," IWH Discussion Papers 11/2009, Halle Institute for Economic Research (IWH).

Articles

  1. Flavia Cortelezzi & Giovanni Villani, 2009. "Valuation of R&D Sequential Exchange Options Using Monte Carlo Approach," Computational Economics, Springer;Society for Computational Economics, vol. 33(3), pages 209-236, April.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2007-09-16
  2. NEP-COM: Industrial Competition (1) 2007-09-16
  3. NEP-CSE: Economics of Strategic Management (1) 2007-09-16
  4. NEP-FIN: Finance (1) 2006-07-02
  5. NEP-GEO: Economic Geography (1) 2006-07-02
  6. NEP-GTH: Game Theory (1) 2007-09-16
  7. NEP-INO: Innovation (1) 2008-10-13
  8. NEP-MIC: Microeconomics (1) 2008-10-13
  9. NEP-ORE: Operations Research (1) 2008-10-13
  10. NEP-PPM: Project, Program & Portfolio Management (1) 2008-10-13
  11. NEP-URE: Urban & Real Estate Economics (1) 2006-07-02

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