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Valuación De Un Proyecto De Inversión Utilizando Opciones Reales Borrosas
[Project Valuation Using fuzzy Real Options]

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Author Info
Bacchini, Roberto Darío
Garcia-Fronti, Javier
Marquez, Ezequiel

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Abstract

This paper is an example of project valuation using fuzzy real options methodology. It is based on the previous work by Carlsson y Fullér (2000).

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File URL: http://mpra.ub.uni-muenchen.de/6443/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 6443.

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Date of creation: 01 Dec 2007
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Handle: RePEc:pra:mprapa:6443

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Related research
Keywords: fuzzy real options

Find related papers by JEL classification:
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Merton, Robert C., 1976. "Option pricing when underlying stock returns are discontinuous," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 125-144. [Downloadable!] (restricted)
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  2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
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