Developing real option game models (Q296601)

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Language	Label	Description	Also known as
English	Developing real option game models	scientific article

Statements

scholarly article

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Developing real option game models (English)

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European Journal of Operational Research

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publication date

23 June 2016

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full work available at URL

https://publications.aston.ac.uk/id/eprint/29414/1/Developing_real_option_game_models.pdf

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zbMATH Keywords

finance

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real option games

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investment analysis

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strategic investment

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MaRDI profile type

MaRDI publication profile

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Exit strategies and price uncertainty: A Greenian approach

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Optimal exit and valuation under demand uncertainty: a real options approach

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Irreversible investment under uncertainty in oligopoly

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A model of strategic behaviour in repeated games

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Continuous Time Repeated Games

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Strategic investment under uncertainty: a synthesis

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The Existence of Equilibrium in Discontinuous Economic Games, I: Theory

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The Existence of Equilibrium in Discontinuous Economic Games, II: Applications

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Investment timing and learning externalities

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\((s,S)\) equilibria in stochastic games

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Preemption and Rent Equalization in the Adoption of New Technology

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A Theory of Exit in Duopoly

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Strategic real options under asymmetric information

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Preemptive patenting under uncertainty and asymmetric information

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Strategic investment in technological innovations

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Strategic technology adoption taking into account future technological improvements: a real options approach

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Real options in strategic investment games between two asymmetric firms

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Sequential Equilibria

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Strategic Growth Options

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Real options and preemption under incomplete information

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Continuous-time games of timing

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Patent-investment games under asymmetric information

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A GAME MODEL OF IRREVERSIBLE INVESTMENT UNDER UNCERTAINTY

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Timing of investments in oligopoly under uncertainty: a framework for numerical analysis

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The Bargaining Problem

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Two-Person Cooperative Games

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Investment under uncertainty -- does competition matter?

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Capacity switching options under rivalry and uncertainty

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Extensive Form Games in Continuous Time: Pure Strategies

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Entry and exit decisions based on a discount factor approach

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Maximal strategy sets for continuous-time game theory

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Investment under Uncertainty, Coalition Spillovers and Market Evolution in a Game Theoretic Perspective

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Preemption in a real option game with a first mover advantage and player-specific uncertainty

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Symmetric equilibrium strategies in game theoretic real option models

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REAL OPTIONS AND SIGNALING IN STRATEGIC INVESTMENT GAMES

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Strategic Delay in a Real Options Model of R&D Competition

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A game theory analysis of options. Corporate finance and financial intermediation in continuous time. With a forword by Heinz Zimmermann

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Identifiers

zbMATH Open document ID

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10.1016/j.ejor.2014.02.002

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:296601

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