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Tables index
From
Technology-Based Startup Valuation Using Real Options with Edgeworth Expansion
Gastón Milanesi, Gabriela Pesce, Emilio El Alabi
Journal of Finance and Accounting
.
2013
, 1(2), 54-61 doi:10.12691/jfa-1-2-3
Table 1. Project present value without considering strategic flexibility and assuming stability
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Table 2. Function f(x): Product between the binomial function b(x) and the transformation W(x)
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Table 3. Corrected probabilities f(x)
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Table 4. Standardized variables: functions b(x) and f(x) (eq. 7)
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Table 5. Stochastic process for project value: E=0, K=3 (eq. 8)
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Table 6. Stochastic process for project value: E=-0.23, K=3.5 (eq. 8)
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Table 7. Qj for distribution E=-0.23, K=3.5 (eq. 14)
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Table 8. p, 1-p for distribution E=0.23, K=3.5 (eq. 15 and 16)
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Table 9. Option valuation: E=0, K=3 (eq. 18 and 21)
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Table 10. Option valuation: E=0.23, K=3.5 (eq. 18 and 21)
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Table 11. Real option value for different higher moments
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