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

Author

Listed:
  • Bacchini, Roberto Darío
  • Garcia-Fronti, Javier
  • Marquez, Ezequiel

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).

Suggested Citation

  • Bacchini, Roberto Darío & Garcia-Fronti, Javier & Marquez, Ezequiel, 2007. "Valuación De Un Proyecto De Inversión Utilizando Opciones Reales Borrosas
    [Project Valuation Using fuzzy Real Options]
    ," MPRA Paper 6443, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:6443
    as

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    File URL: https://mpra.ub.uni-muenchen.de/6443/1/MPRA_paper_6443.pdf
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    References listed on IDEAS

    as
    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.
    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 637-654, May-June.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Álvarez Echeverría Francisco & López Sarabia Pablo & Venegas Martínez Francisco, 2012. "Valuación financiera de proyectos de inversión en nuevas tecnologías con opciones reales," Contaduría y Administración, Accounting and Management, vol. 57(3), pages 115-145, julio-sep.

    More about this item

    Keywords

    fuzzy real options;

    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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