"Determinación de Impuestos Óptimos por Contaminación Ambiental: Un Enfoque de Opciones Reales. "

Abstract

In this investigation we determined the optimal tax in a game of two stages that must pay a consumer who contaminates the environment by the remainder of envelopes and containers of goods. In the first stage the government establishes a contamination threshold and the consumer determines the tax that is prepared to pay to exceed this threshold. In the second stage, the government chooses the level of the threshold that maximizes its collection. Also, in this work we analyzes the case of the taxes on contamination when the remainder of the envelope follows a process of diffusion with jumps and the size of the jump is guided by a distribution of extreme values. Also, a model is developed for determining the tax when the level of contamination present stochastic volatility. Finally the method of Monte Carlo simulation is used to approximate the value of an optimal tax.