Pareja Vasseur, Julian; Prada Sanchez, Nubia Marcela; … - In: Revista de Métodos Cuantitativos para la Economía y … 27 (2019), pp. 136-155
volatility that has been proposed for the real options approach (ROA), and also provide a theoretical and practical explanation … for estimating an unbiased volatility and unconditional for this methodology. The results of the research suggest that the … use of the current methods generates a marked overestimation of the volatility, which is ultimately transmitted in the …
