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Valuing Real Options: Difficulties and Errors (in Spanish)

Pablo Fernandez
University of Navarra - IESE Business School


July 12, 2008


Abstract:     
We show the difficulties of valuing real options and the errors encountered in some real option valuations.

Keywords: Real options, put, call, volatility

JEL Classifications: G12, G31, M21

Working Paper Series

Date posted: July 12, 2008 ; Last revised: July 12, 2008

Suggested Citation

Fernandez, Pablo, Valuing Real Options: Difficulties and Errors (in Spanish) (July 12, 2008). Available at SSRN: http://ssrn.com/abstract=1159045


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Contact Information

Pablo Fernandez (Contact Author)
University of Navarra - IESE Business School ( email )
Camino del Cerro del Aguila 3
28023 Madrid Spain
+34 91 357 0809 (Phone)
+34 91 357 2913 (Fax)
HOME PAGE: http://web.iese.edu/PabloFernandez/
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References: 19

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