Purpose The purpose of this article is to propose a detailed methodology to estimate, model
and incorporate the non-constant volatility onto a numerical tree scheme, to evaluate a real …

This article applies the multiplicative quadrinomial tree numerical method with non-constant
volatility to assess a real option of abandonment, based on an estimate of the conditional …

This article describes in detail the multiplicative quadrinomial tree numerical method with
nonconstant volatility, based on a system of stochastic differential equations of the GARCH-…

El objetivo de la investigación es identificar alternativas para la tasa adecuada de descuento
de los flujos de las opciones reales en aquellos casos en los cuales no procede la …

… Thus, asset price volatility is a concern in many developing countries (Pareja Vasseur et al.
… Pareja Vasseur JA, Marin Sánchez FH, Tuesta Reategui V. 2020. GARCH-type volatility in …

A product listed under the securities in Bursa Malaysia, the warrant market is quite significant
in the financial industry in addition to the well-known stock market. Basically, there exist two …

CHAVEZ, Etelvina; MILANESI, Gastón y PESCE, Gabriela. Risk aversion implied in the market
prices of different financial assets in Argentina. Rev. mex. econ. finanz [online]. 2021, vol. …

El objetivo de esta investigación es proponer e incentivar el uso de las opciones reales a
través de equivalentes de certeza y funciones de utilidad como metodología alternativa para …

Con este artículo se pretende demostrar cuáles son los factores que sirven como base para
calcular o proyectar la rentabilidad del inversionista, considerando solamente el efecto de …

This purpose of this research is to identify appropriate rates to discount the flows from real
options in situations in which the risk-free rate does not apply, in particular, in incomplete …