A Simulation Approach To The Valuation Of Capital Budgeting Projects Incorporating A Defer Option
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References listed on IDEAS
- 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 637-654, May-June.
- Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
- Boyle, Phelim P., 1977. "Options: A Monte Carlo approach," Journal of Financial Economics, Elsevier, vol. 4(3), pages 323-338, May.
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KeywordsLeast Squares Monte Carlo; opción de espera; movimiento geométrico Browniano; proyecto de inversión. Least Squares Monte Carlo; defer option; geometric Brownian motion; investment project.;
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