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Opción de responsabilidad limitada y opción de abandonar: un análisis a través de opciones americanas perpétuas

Author

Listed:
  • Neus Orgaz

    (Universidad Autónoma de Barcelona. Facultad de Ciencias Económicas)

Abstract

Este documento analiza la opción de responsabilidad limitada de los accionistas de una sociedad anónima endeudada y la opción de abandonar la actividad empresarial a través de la opción de venta americana perpetúa. Las propiedades del análisis de la quiebra empresarial mediante las opciones perpetuas se comparan con el análisis en un horizonte finito. Se introduce los costes fijos en la opción de abandono empresarial. La integración de la opción de responsabilidad y la opción de abandono permite analizar los diferentes escenarios de crisis empresarial desde el punto de vista del valor.

Suggested Citation

  • Neus Orgaz, 2007. "Opción de responsabilidad limitada y opción de abandonar: un análisis a través de opciones americanas perpétuas," Cuadernos de Economía - Spanish Journal of Economics and Finance, ELSEVIER, vol. 30(84), pages 061-086, Septiembr.
  • Handle: RePEc:cud:journl:v:30:y:2007:i:84:p:061-086
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    Keywords

    quiebra empresarial; opción de abandonar; opciones americanas.;

    JEL classification:

    • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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