Modelo de valoración con opciones reales, rejillas trinomial, volatilidad cambiante, sesgo y función isoelástica de utilidad
Alternative title: | Valuation model with real options, trinomial lattice, changing volatility, bias and isoelastic utility functions |
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Year of publication: |
2021
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Authors: | Milanesi, Gastón |
Published in: |
Revista de métodos cuantitativos para la economía y la empresa. - Sevilla : [Verlag nicht ermittelbar], ISSN 1886-516X, ZDB-ID 2584041-1. - Vol. 32.2021, p. 257-273
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Subject: | real options | trinomial | changing volatility | isoelastic utility functions | variable risk aversion | start-up valuation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Spanish |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.46661/revmetodoscuanteconempresa.4602 [DOI] hdl:10419/286251 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G31 - Capital Budgeting; Investment Policy |
Source: | ECONIS - Online Catalogue of the ZBW |
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