论文信息 - Aplicación de la teoría de opciones reales a la determinación del momento óptimo de cosecha forestal - 字舞流文

Aplicación de la teoría de opciones reales a la determinación del momento óptimo de cosecha forestal

Resumen es: Se propone el enfoque de opciones reales como herramienta economico-financiera para la toma de decisiones estrategicas en el sector forestal. En terminos...

Gastón Silverio Milanesi | Guillermo B. M. Woitschach | Diego Ricardo Broz

[1] James S. Dyer,et al. Using Binomial Decision Trees to Solve Real-Option Valuation Problems , 2005, Decis. Anal..

[2] F. Black,et al. The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.

[3] Robert A. Miller,et al. A stochastic analysis of the tree paradigm , 1983 .

[4] Shannon P. Pratt,et al. Cost of Capital: Applications and Examples , 2010 .

[5] L. Trigeorgis. Real Options: Managerial Flexibility and Strategy in Resource Allocation , 1996 .

[6] Thomas A. Thomson,et al. Optimal forest rotation when stumpage prices follow a diffusion process , 1992 .

[7] R. Yin,et al. WHEN TO CUT A STAND OF TREES? , 1997 .

[8] Adam Borison,et al. Real Options Analysis: Where Are the Emperor's Clothes? , 2005 .

[9] S. Ross,et al. Option pricing: A simplified approach☆ , 1979 .

[10] A. Stuart,et al. Portfolio Selection: Efficient Diversification of Investments , 1959 .

[11] William A. Brock,et al. Stochastic methods in economics and finance , 1982 .

[12] E SmithJames. Alternative Approaches for Solving Real-Options Problems , 2005 .