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Un modelo de Opciones Reales y Teoría de Juegos para valuar acuerdos estratégicos y penalidades
[A Real Options and Games Theory model for valuing strategic commitment and penalties]

Author

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  • Gaston Milanesi

    (Universidad Nacional del Sur)

Abstract

Las decisiones estratégicas de inversión de equipos y recursos humanos, para la prestación de servicios especializados presentan barreras de salida y altos costos transaccionales. Implica una exposición a múltiples fuentes de incertidumbre. Su análisis y valuación requiere de modelos basados en Opciones Reales y Juegos. Motivado en ello, se propone un modelo para valorar contratos estratégicos de prestación de servicios de alta especificidad. Este dentro del marco de las opciones reales simples y juegos (SROG). Su funcionamiento es explorado y analizado aplicando la metodología de análisis de casos en administración. Para ello se utiliza los contratos de servicios formales e informales de análisis de agente sostén, en las perforaciones no convencionales de shale. Desde la perspectiva del proveedor del servicio, el modelo es aplicado y adaptado a valorar corriente de pagos contingentes derivados de las estrategias; resultados no óptimos producto de no acordar formalmente y el valor de la opción de intercambio. En los casos de acuerdos formales de suministro permite cuantificar las sanciones económicas por incumplimiento desde una perspectiva de SROG. Finalmente, se concluye enunciado su alcances y limitaciones.

Suggested Citation

  • Gaston Milanesi, 2025. "Un modelo de Opciones Reales y Teoría de Juegos para valuar acuerdos estratégicos y penalidades [A Real Options and Games Theory model for valuing strategic commitment and penalties]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 39, pages 1-26, June.
  • Handle: RePEc:pab:rmcpee:v:39:y:2025:p:1-26
    DOI: https://doi.org/10.46661/rev.metodoscuant.econ.empresa.10993
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    More about this item

    Keywords

    Opciones Reales; Teoria de Juegos; Estrategias; Penalidades; Real Options; Games Theory; Strategies; Penalties;
    All these keywords.

    JEL classification:

    • G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies

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