Dynamic monotonicity and comparative statics for real options
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Publication:1367765
DOI10.1006/JETH.1997.2284zbMATH Open0888.90015OpenAlexW2047689918MaRDI QIDQ1367765FDOQ1367765
Authors: Eric J. Friedman, Simon Johnson 
Publication date: 21 May 1998
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jeth.1997.2284
Recommendations
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING
- Real option duopolies with quasi-hyperbolic discounting
- MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED
- Real options in a duopoly market with general volatility structure
- Real options with constant relative risk aversion
- Real options: a framework of optimal switching
- Real options in a duopoly with jump diffusion prices
- Real options with competition and incomplete markets
- Structural estimation of real options models
Dynamic programming (90C39) Corporate finance (dividends, real options, etc.) (91G50) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
- Systems of Differential Equations that are Competitive or Cooperative II: Convergence Almost Everywhere
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- Invariant manifolds
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- Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities
- Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
- Minimizing a Submodular Function on a Lattice
- Monotone Comparative Statics
- Title not available (Why is that?)
- On the indeterminacy of capital accumulation paths
- Strict monotonicity in comparative statics
- Sensitivity analysis of multisector optimal economic dynamics
- Competitive chaos
Cited In (3)
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