Strategic asset valuation and higher stochastic moments : an adjusted Black-Scholes Model

Strategic asset valuation is a complex problem which influences the decision making in companies, such as decisions to differing or selling a project. Uncertainty takes over the manager when defining the attributes of the density function representing values that could assume the asset in the future...

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Detalles Bibliográficos
Autores principales: Milanesi, Gastón S., Pesce, Gabriela, El Alabi, Emilio
Lenguaje:Inglés
Publicado: Better Advances Press. Academic Research Centre of Canada 2018
Materias:
Strategic asset
Asymmetry
Kurtosis
Edgeworth expansion
Continuous time
Real option
Firm valuation
Black-Scholes Model
Acceso en línea:http://repositoriodigital.uns.edu.ar/handle/123456789/4260
Aporte de:
Repositorio Institucional Universidad Nacional del Sur (UNS) de Universidad Nacional del Sur

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