Real options games in complete and incomplete markets with several decision makers
DOI10.1137/090768060zbMATH Open1203.91319OpenAlexW2158957035MaRDI QIDQ3055869FDOQ3055869
Authors: J. David Diltz, SingRu (Celine) Hoe, Alain Bensoussan 
Publication date: 10 November 2010
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090768060
Recommendations
optimal stoppingreal optionsvariational inequalityoptimal investment strategyutility-based pricingStackelberg leader-follower game
Corporate finance (dividends, real options, etc.) (91G50) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Hierarchical games (including Stackelberg games) (91A65) Probabilistic games; gambling (91A60)
Cited In (11)
- Developing real option game models
- Investment under uncertainty, competition and regulation
- Symmetric equilibrium strategies in game theoretic real option models
- Optimal product release time for a new high-tech startup firm under technical uncertainty
- Risky choices in strategic environments: an experimental investigation of a real options game
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING
- Priority option: the value of being a leader
- Strategic real options with stochastic volatility in a duopoly model
- Symmetric equilibrium strategies in game theoretic real option models with incomplete information
- Real options with competition and incomplete markets
- Real options and competition
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