Valuación De Un Proyecto De Inversión Utilizando Opciones Reales Borrosas
[Project Valuation Using fuzzy Real Options]
AbstractThis 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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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 6443.
Date of creation: 01 Dec 2007
Date of revision:
fuzzy real options;
Find related papers by JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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- Merton, Robert C., 1976.
"Option pricing when underlying stock returns are discontinuous,"
Journal of Financial Economics,
Elsevier, vol. 3(1-2), pages 125-144.
- Merton, Robert C., 1975. "Option pricing when underlying stock returns are discontinuous," Working papers 787-75., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- 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.
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