Developing real option game models
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Publication:296601
DOI10.1016/J.EJOR.2014.02.002zbMATH Open1338.91148OpenAlexW3123609955MaRDI QIDQ296601FDOQ296601
Authors: Alcino Azevedo, Dean Paxson
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://publications.aston.ac.uk/id/eprint/29414/1/Developing_real_option_game_models.pdf
Recommendations
Applications of game theory (91A80) Noncooperative games (91A10) Corporate finance (dividends, real options, etc.) (91G50)
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Cited In (50)
- strategic investment of new product projects based on option games
- Real option duopolies with quasi-hyperbolic discounting
- Alertness, leadership, and nascent market dynamics
- Capacity choice in (strategic) real options models: a survey
- Real options game analysis of sleeping patents
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- A new formulation of strategic interactions in a fluctuating market
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- Modelling and computation for the valuation of two-period \textit{R}\&\textit{D} projects by option games
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- Risky choices in strategic environments: an experimental investigation of a real options game
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING
- A GAME MODEL OF IRREVERSIBLE INVESTMENT UNDER UNCERTAINTY
- Cooperative R\&D investment decisions: a fuzzy real option approach
- The dynamics of preemptive and follower investments with overlapping ownership
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- Rivalry and uncertainty in complementary investments with dynamic market sharing
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