Investment under uncertainty, competition and regulation

DOI10.3934/jdg.2014.1.579zbMath1332.91115arXiv1309.1844OpenAlexW1931188538MaRDI QIDQ258740

Adrien Nguyen Huu

Publication date: 10 March 2016

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.1844

zbMATH Keywords

regulationinvestmentCournot competitionpreemption gamereal option gameStackelberg competition

Mathematics Subject Classification ID

Noncooperative games (91A10) Applications of game theory (91A80) Financial applications of other theories (91G80) Special types of economic markets (including Cournot, Bertrand) (91B54) Corporate finance (dividends, real options, etc.) (91G50)

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Cites Work

• The Pricing of Options and Corporate Liabilities
• Strategic investment under uncertainty: a synthesis
• Symmetric equilibrium strategies in game theoretic real option models
• Preemption in a real option game with a first mover advantage and player-specific uncertainty
• Rational hedging and valuation of integrated risks under constant absolute risk aversion.
• Real Options Games in Complete and Incomplete Markets with Several Decision Makers
• Preemption and Rent Equalization in the Adoption of New Technology
• Strategic Delay in a Real Options Model of R&D Competition
• PRIORITY OPTION: THE VALUE OF BEING A LEADER