Valoración de opciones reales a través de equivalentes de certeza

This purpose of this research is to identify appropriate rates to discount the flows from real options in situations in which the risk-free rate does not apply, in particular, in incomplete markets.  A methodology is proposed for valuing real options based on certainty equivalence, which requires as...

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Autores:
Maya Ochoa, Cecilia
Pareja Vasseur, Julián
Tipo de recurso:
Fecha de publicación:
2014
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
eng
OAI Identifier:
oai:repository.eafit.edu.co:10784/7627
Acceso en línea:
http://hdl.handle.net/10784/7627
Palabra clave:
real options
utility function
certainty equivalent
incomplete markets
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License
openAccess