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Comparison of real-world efficacy and safety of nivolumab plus ipilimumab or pembrolizumab combined with platinum-based chemotherapy as first-line treatment for advanced non-small cell lung cancer in a German population. [PDF]
Cancer Immunol ImmunotherWeber M +4 more
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Exploring the knowledge base of ChatGPT in lateral elbow tendinopathy. [PDF]
Shoulder ElbowShepherd J +4 more
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Real-World Treatment Patterns Before and After Metastatic Castration-Resistant Prostate Cancer in Japan: Retrospective Analysis Using a Hospital-Based, Multicenter Database. [PDF]
Prostate CancerShiota M, Xu L, Oguri T, Tanaka M.
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SSRN Electronic Journal, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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California Management Review
Summary Decision-making on sustainability investment faces two challenges. First, appraisal methods are based on a narrow view of shareholder value and require extensions to support decisions that involve valuable outcomes for society. Second, the consequences of climate change are uncertain.
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Summary Decision-making on sustainability investment faces two challenges. First, appraisal methods are based on a narrow view of shareholder value and require extensions to support decisions that involve valuable outcomes for society. Second, the consequences of climate change are uncertain.
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ARE REAL OPTIONS "REAL"? ISOLATING UNCERTAINTY FROM RISK IN REAL OPTIONS ANALYSIS [PDF]
Annals of Financial Economics, 2014 This paper derives an adjusted Black–Scholes pricing formula. In separating risk and uncertainty using the robust control technique, we find that both uncertainty and risk raise management's subjective evaluation of real options. We suggest a simple method to filter the risk of the project and to acquire a more reliable value of real options without ...
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Sequential real rainbow options
The European Journal of Finance, 2012We develop two models to value European sequential rainbow options. The first model is a sequential option on the better of two stochastic assets, where these assets follow correlated geometric Brownian motion processes. The second model is a sequential option on the mean-reverting spread between two assets, which is applicable if the assets are co ...
Dockendorf, Jorg, Paxson, Dean
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