Real options games in complete and incomplete markets with several decision makers (Q3055869)
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scientific article; zbMATH DE number 5814401
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| default for all languages | No label defined |
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| English | Real options games in complete and incomplete markets with several decision makers |
scientific article; zbMATH DE number 5814401 |
Statements
Real Options Games in Complete and Incomplete Markets with Several Decision Makers (English)
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10 November 2010
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optimal investment strategy
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Stackelberg leader-follower game
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variational inequality
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utility-based pricing
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optimal stopping
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real options
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0.915357232093811
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0.8580541014671326
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0.8566925525665283
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0.8045151233673096
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0.8000256419181824
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