Investment timing and capacity choice in duopolistic competition under a jump-diffusion model
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Publication:2120595
DOI10.1007/s11579-021-00303-3zbMath1484.91512OpenAlexW3195181140MaRDI QIDQ2120595
Publication date: 1 April 2022
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-021-00303-3
Applications of game theory (91A80) Special types of economic markets (including Cournot, Bertrand) (91B54) Corporate finance (dividends, real options, etc.) (91G50) Jump processes on discrete state spaces (60J74)
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Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model, New insights in capacity investment under uncertainty
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