Risk-sensitive optimal exercise strategies of R&D projects under oligopoly competition (Q3020613)

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Risk-sensitive optimal exercise strategies of R&D projects under oligopoly competition
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    Risk-sensitive optimal exercise strategies of R&D projects under oligopoly competition (English)
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    4 August 2011
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    real option
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    risk-sensitive effect
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    industry competition
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    duopoly game
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    incomplete information
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    optimal stopping
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