Modelo de opciones reales y aplicación al mercado petrolero
We build a Con di tio nal Real Options mo del VORC which allows for cash flows to be probabilistic and contingent on the average behavior of an external va ria ble; and we apply our mo del to the cru de oil mar ket whe re the in flows on an in vest ment pro ject are con tin gent on the sta te of the...
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| Main Authors: | , |
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| Format: | Article |
| Language: | Spanish |
| Published: |
Fondo de Cultura Económica
2007-01-01
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| Series: | El Trimestre Económico |
| Subjects: | |
| Online Access: | http://www.redalyc.org/articulo.oa?id=31340950001 |
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