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Martine Van Wouwe

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First Name:Martine
Middle Name:
Last Name:Van Wouwe
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RePEc Short-ID:pva653

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Jump to: Working papers Articles

Working papers

  1. THOMASSEN, Liesbeth & VAN CASTEREN, Jan & VAN WOUWE, Martine, 2002. "Decomposition of the n-fold compound option," Working Papers 2002040, University of Antwerp, Faculty of Business and Economics.
  2. Danny Cassimon & Peter-Jan Engelen & Hilde Meersman & Martine Van Wouwe, 2002. "Investment, uncertainty and irreversibility: evidence from belgian accounting data," Working Paper Research 23, National Bank of Belgium.
  3. THOMASSEN, Liesbeth & VAN WOUWE, Martine, 2002. "A sensivity analysis for the n-fold compound option," Working Papers 2002014, University of Antwerp, Faculty of Business and Economics.
  4. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "A closed-form formula for unprotected American call options on assets paying discrete known dividends," Working Papers 2004015, University of Antwerp, Faculty of Business and Economics.
  5. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "The influence of a stochastic interest rate on the n-fold compound option," Working Papers 2003010, University of Antwerp, Faculty of Business and Economics.
  6. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "The n-fold compound option," Working Papers 2001041, University of Antwerp, Faculty of Business and Economics.

Articles

  1. Cassimon, D. & De Backer, M. & Engelen, P.J. & Van Wouwe, M. & Yordanov, V., 2011. "Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity," Research Policy, Elsevier, vol. 40(9), pages 1200-1216.
  2. Verdonck, T. & Van Wouwe, M., 2011. "Detection and correction of outliers in the bivariate chain-ladder method," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 188-193, September.
  3. Martine Van Wouwe & Tim Verdonck & Kristel Van Rompay, 2009. "Application of classical and robust chain-ladder methods: results for the Belgian non-life business," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(2), pages 99-115.
  4. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.
  5. Cassimon, D. & Engelen, P. J. & Thomassen, L. & Van Wouwe, M., 2004. "The valuation of a NDA using a 6-fold compound option," Research Policy, Elsevier, vol. 33(1), pages 41-51, January.
  6. Danièle Meulders & Jean-Louis Six & Martine Van Wouwe, 1982. "Effets des systèmes d'imposition des revenus sur I 'offre de travai I des femmes," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 95, pages 355-385.

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. Danny Cassimon & Peter-Jan Engelen & Hilde Meersman & Martine Van Wouwe, 2002. "Investment, uncertainty and irreversibility: evidence from belgian accounting data," Working Paper Research 23, National Bank of Belgium.

    Cited by:

    1. Patrick Bisciari & Alain Durré & Alain Nyssens, 2003. "Stock market valuation in the United States," Working Paper Document 41, National Bank of Belgium.
    2. D. Cassimon & P.J. Engelen & L. Liedekerke, 2014. "When Do Firms Invest in Corporate Social Responsibility? : A Real Option Framework," Working Papers 14-06, Utrecht School of Economics.
    3. Ronald W. Anderson, 2002. "Capital structure, firm liquidity and growth," Working Paper Research 27, National Bank of Belgium.
    4. Meersman, Hilde M.A., 2005. "Port Investments in an Uncertain Environment," Research in Transportation Economics, Elsevier, vol. 13(1), pages 279-298, January.
    5. Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.

  2. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "The influence of a stochastic interest rate on the n-fold compound option," Working Papers 2003010, University of Antwerp, Faculty of Business and Economics.

    Cited by:

    1. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.

  3. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "The n-fold compound option," Working Papers 2001041, University of Antwerp, Faculty of Business and Economics.

    Cited by:

    1. THOMASSEN, Liesbeth & VAN CASTEREN, Jan & VAN WOUWE, Martine, 2002. "Decomposition of the n-fold compound option," Working Papers 2002040, University of Antwerp, Faculty of Business and Economics.
    2. D. Cassimon & P.J. Engelen & L. Liedekerke, 2014. "When Do Firms Invest in Corporate Social Responsibility? : A Real Option Framework," Working Papers 14-06, Utrecht School of Economics.
    3. Yu-Lin Huang & Chai-Chi Pi, 2009. "Valuation of multi-stage BOT projects involving dedicated asset investments: a sequential compound option approach," Construction Management and Economics, Taylor & Francis Journals, vol. 27(7), pages 653-666.
    4. Wang, Xiandong & He, Jianmin, 2017. "A simple method for generalized sequential compound options pricing," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 85-91.
    5. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "The influence of a stochastic interest rate on the n-fold compound option," Working Papers 2003010, University of Antwerp, Faculty of Business and Economics.
    6. Suvankar Ghosh & Xiaolin Li, 2013. "A Real Options Model for Generalized Meta-Staged Projects---Valuing the Migration to SOA," Information Systems Research, INFORMS, vol. 24(4), pages 1011-1027, December.

Articles

  1. Cassimon, D. & De Backer, M. & Engelen, P.J. & Van Wouwe, M. & Yordanov, V., 2011. "Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity," Research Policy, Elsevier, vol. 40(9), pages 1200-1216.

    Cited by:

    1. Cassimon, Danny & Engelen, Peter-Jan & Reyntjens, Filip, 2013. "Rwanda’s involvement in Eastern DRC: A criminal real options approach," MPRA Paper 46993, University Library of Munich, Germany.
    2. Mendes-da-Silva, Wesley & Saito, Richard, 2014. "Listagem em bolsa induz sofisticação do orçamento de capital," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 54(5), September.
    3. D. Cassimon & P.J. Engelen & L. Liedekerke, 2014. "When Do Firms Invest in Corporate Social Responsibility? : A Real Option Framework," Working Papers 14-06, Utrecht School of Economics.
    4. Lo Nigro, Giovanna & Morreale, Azzurra & Enea, Gianluca, 2014. "Open innovation: A real option to restore value to the biopharmaceutical R&D," International Journal of Production Economics, Elsevier, vol. 149(C), pages 183-193.
    5. Jorge Tarifa-Fernández & Ana María Sánchez-Pérez & Salvador Cruz-Rambaud, 2019. "Internet of Things and Their Coming Perspectives: A Real Options Approach," Sustainability, MDPI, Open Access Journal, vol. 11(11), pages 1-15, June.
    6. Dushnitsky, Gary & Klueter, Thomas, 2017. "Which industries are served by online marketplaces for technology?," Research Policy, Elsevier, vol. 46(3), pages 651-666.
    7. Brandão, Luiz E. & Fernandes, Gláucia & Dyer, James S., 2018. "Valuing multistage investment projects in the pharmaceutical industry," European Journal of Operational Research, Elsevier, vol. 271(2), pages 720-732.
    8. Michi Nishihara, 2017. "Valuation of an R&D project with three types of uncertainty," Discussion Papers in Economics and Business 17-15, Osaka University, Graduate School of Economics.
    9. Engelen, Peter-Jan & Kool, Clemens & Li, Ye, 2016. "A barrier options approach to modeling project failure: The case of hydrogen fuel infrastructure," Resource and Energy Economics, Elsevier, vol. 43(C), pages 33-56.
    10. Peter-Jan Engelen & Marc van Essen, 2013. "Effects of firm-level corporate governance and country-level economic governance institutions on R&D curtailment during crisis times," Chapters, in: Mehmet Ugur (ed.), Governance, Regulation and Innovation, chapter 3, pages 58-85, Edward Elgar Publishing.
    11. Lo Nigro, Giovanna, 2016. "The effect of early or late R&D inbound alliance on innovation," Journal of Business Research, Elsevier, vol. 69(5), pages 1791-1795.
    12. Hernandez-Perdomo, Elvis A. & Mun, Johnathan & Rocco S., Claudio M., 2017. "Active management in state-owned energy companies: Integrating a real options approach into multicriteria analysis to make companies sustainable," Applied Energy, Elsevier, vol. 195(C), pages 487-502.
    13. Morreale, Azzurra & Robba, Serena & Lo Nigro, Giovanna & Roma, Paolo, 2017. "A real options game of alliance timing decisions in biopharmaceutical research and development," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1189-1202.
    14. Michi Nishihara, 2018. "Valuation of an R&D project with three types of uncertainty," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 93-113, June.
    15. Michi Nishihara, 2014. "Valuation of sequential R&D investment under technological, market, and rival preemption uncertainty," Discussion Papers in Economics and Business 14-13, Osaka University, Graduate School of Economics.
    16. Wang, Xiandong & He, Jianmin, 2017. "A simple method for generalized sequential compound options pricing," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 85-91.
    17. Gambardella, Alfonso & Giarratana, Marco S., 2013. "General technological capabilities, product market fragmentation, and markets for technology," Research Policy, Elsevier, vol. 42(2), pages 315-325.

  2. Verdonck, T. & Van Wouwe, M., 2011. "Detection and correction of outliers in the bivariate chain-ladder method," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 188-193, September.

    Cited by:

    1. Nataliya Chukhrova & Arne Johannssen, 2017. "State Space Models and the K alman -Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing," Risks, MDPI, Open Access Journal, vol. 5(2), pages 1-23, May.
    2. Kris Peremans & Stefan Van Aelst & Tim Verdonck, 2018. "A Robust General Multivariate Chain Ladder Method," Risks, MDPI, Open Access Journal, vol. 6(4), pages 1-18, September.

  3. Martine Van Wouwe & Tim Verdonck & Kristel Van Rompay, 2009. "Application of classical and robust chain-ladder methods: results for the Belgian non-life business," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(2), pages 99-115.

    Cited by:

    1. Nataliya Chukhrova & Arne Johannssen, 2017. "State Space Models and the K alman -Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing," Risks, MDPI, Open Access Journal, vol. 5(2), pages 1-23, May.

  4. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.

    Cited by:

    1. D. Cassimon & P.J. Engelen & L. Liedekerke, 2014. "When Do Firms Invest in Corporate Social Responsibility? : A Real Option Framework," Working Papers 14-06, Utrecht School of Economics.

  5. Cassimon, D. & Engelen, P. J. & Thomassen, L. & Van Wouwe, M., 2004. "The valuation of a NDA using a 6-fold compound option," Research Policy, Elsevier, vol. 33(1), pages 41-51, January.

    Cited by:

    1. Hartmann, Marcus & Hassan, Ali, 2006. "Application of real options analysis for pharmaceutical R&D project valuation--Empirical results from a survey," Research Policy, Elsevier, vol. 35(3), pages 343-354, April.
    2. THOMASSEN, Liesbeth & VAN CASTEREN, Jan & VAN WOUWE, Martine, 2002. "Decomposition of the n-fold compound option," Working Papers 2002040, University of Antwerp, Faculty of Business and Economics.
    3. van Bekkum, Sjoerd & Pennings, Enrico & Smit, Han, 2009. "A real options perspective on R&D portfolio diversification," Research Policy, Elsevier, vol. 38(7), pages 1150-1158, September.
    4. Jung Ho Park & Kwangsoo Shin, 2018. "R&D Project Valuation Considering Changes of Economic Environment: A Case of a Pharmaceutical R&D Project," Sustainability, MDPI, Open Access Journal, vol. 10(4), pages 1-15, March.
    5. Giovanna Lo Nigro & Azzurra Morreale & Lorenzo Abbate, 2016. "An Open Innovation Decision Support System to Select a Biopharmaceutical R&D Portfolio," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 37(6), pages 392-406, September.
    6. Pennings, H.P.G. & Sereno, L., 2010. "A Model for Evaluating Pharmaceutical R&D Investment Projects under Technical and Economic Uncertainties," ERIM Report Series Research in Management ERS-2010-009-STR, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    7. Yu-Lin Huang & Chai-Chi Pi, 2009. "Valuation of multi-stage BOT projects involving dedicated asset investments: a sequential compound option approach," Construction Management and Economics, Taylor & Francis Journals, vol. 27(7), pages 653-666.
    8. Lo Nigro, Giovanna & Morreale, Azzurra & Enea, Gianluca, 2014. "Open innovation: A real option to restore value to the biopharmaceutical R&D," International Journal of Production Economics, Elsevier, vol. 149(C), pages 183-193.
    9. Cassimon, D. & De Backer, M. & Engelen, P.J. & Van Wouwe, M. & Yordanov, V., 2011. "Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity," Research Policy, Elsevier, vol. 40(9), pages 1200-1216.
    10. Brandão, Luiz E. & Fernandes, Gláucia & Dyer, James S., 2018. "Valuing multistage investment projects in the pharmaceutical industry," European Journal of Operational Research, Elsevier, vol. 271(2), pages 720-732.
    11. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.
    12. Rosella Levaggi & Michele Moretto & Paolo Pertile, 2017. "The Dynamics of Pharmaceutical Regulation and R&D Investments," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 19(1), pages 121-141, February.
    13. Lee, Meng-Yu & Yeh, Fang-Bo & Chen, An-Pin, 2008. "The generalized sequential compound options pricing and sensitivity analysis," Mathematical Social Sciences, Elsevier, vol. 55(1), pages 38-54, January.
    14. 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.
    15. Liu, Yu-hong & Jiang, I-Ming & Hsu, Wei-tze, 2018. "Compound option pricing under a double exponential Jump-diffusion model," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 30-53.
    16. Engelen, Peter-Jan & Kool, Clemens & Li, Ye, 2016. "A barrier options approach to modeling project failure: The case of hydrogen fuel infrastructure," Resource and Energy Economics, Elsevier, vol. 43(C), pages 33-56.
    17. Morreale, Azzurra & Robba, Serena & Lo Nigro, Giovanna & Roma, Paolo, 2017. "A real options game of alliance timing decisions in biopharmaceutical research and development," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1189-1202.
    18. Suvankar Ghosh & O. Felix Offodile, 2016. "A real options model of phased migration to cellular manufacturing," International Journal of Production Research, Taylor & Francis Journals, vol. 54(3), pages 894-906, February.
    19. Rainer Andergassen & Luigi Sereno, 2012. "Valuation of N-stage Investments Under Jump-Diffusion Processes," Computational Economics, Springer;Society for Computational Economics, vol. 39(3), pages 289-313, March.
    20. Wang, Xiandong & He, Jianmin, 2017. "A simple method for generalized sequential compound options pricing," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 85-91.
    21. 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.
    22. 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.
    23. Jorge A Chan-Lau & Andre O Santos, 2010. "Public Debt Sustainability and Management in a Compound Option Framework," IMF Working Papers 10/2, International Monetary Fund.
    24. Suvankar Ghosh & Xiaolin Li, 2013. "A Real Options Model for Generalized Meta-Staged Projects---Valuing the Migration to SOA," Information Systems Research, INFORMS, vol. 24(4), pages 1011-1027, December.
    25. 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.
    26. Lee, Shun-Chung & Shih, Li-Hsing, 2010. "Renewable energy policy evaluation using real option model -- The case of Taiwan," Energy Economics, Elsevier, vol. 32(Supplemen), pages 67-78, September.
    27. Ghosh, Suvankar & Troutt, Marvin D., 2012. "Complex compound option models – Can practitioners truly operationalize them?," European Journal of Operational Research, Elsevier, vol. 222(3), pages 542-552.

More information

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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 1 paper 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) 2005-01-02

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