Symmetric equilibrium strategies in game theoretic real option models
From MaRDI portal
(Redirected from Publication:451058)
Recommendations
- Symmetric equilibrium strategies in game theoretic real option models with incomplete information
- Real options in strategic investment games between two asymmetric firms
- Strategic real options under asymmetric information
- On the existence of symmetric mixed strategy equilibria
- Stationary, completely mixed and symmetric optimal and equilibrium strategies in stochastic games
- Real options games in complete and incomplete markets with several decision makers
- Real options and signaling in strategic investment games
- Real options signaling game models for dynamic acquisition under information asymmetry
- Perfect equilibrium in non-randomized strategies in a class of symmetric dynamic games
Cites work
- scientific article; zbMATH DE number 6016021 (Why is no real title available?)
- Applied stochastic control of jump diffusions
- Investment timing in presence of downside risk: a certainty equivalent characterization
- Investment under uncertainty with price ceilings in oligopolies
- Irreversible investment and discounting: an arbitrage pricing approach
- Irreversible investment in oligopoly
- Irreversible investment under uncertainty in oligopoly
- Optimal stopping in Lévy models for nonmonotone discontinuous payoffs
- Preemption and Rent Equalization in the Adoption of New Technology
- Preemption in a real option game with a first mover advantage and player-specific uncertainty
- Strategic Delay in a Real Options Model of R&D Competition
Cited in
(29)- Alertness, leadership, and nascent market dynamics
- A duopoly preemption game with two alternative stochastic investment choices
- Developing real option game models
- A competitive optimal stopping game
- Sunk costs, entry and clustering
- Investment under uncertainty, competition and regulation
- Strategic investment under uncertainty: a synthesis
- New insights in capacity investment under uncertainty
- Dynamic competition and intellectual property rights in a model of product development
- Stopping with congestion and private payoffs
- Subgame-perfect equilibria in stochastic timing games
- Preemption games under Lévy uncertainty
- Optimal exercise of jointly held real options: a Nash bargaining approach with value diversion
- Super- and submodularity of stopping games with random observations
- The dynamics of preemptive and follower investments with overlapping ownership
- Strategic technology switching under risk aversion and uncertainty
- Entry deterrence by timing rather than overinvestment in a strategic real options framework
- Investment timing and capacity choice in duopolistic competition under a jump-diffusion model
- Preemptive investment under uncertainty
- Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model
- Strategic entry in a triopoly market of firms with asymmetric cost structures
- Vertical governance change and product differentiation under decreasing component costs
- A stochastic differential game of duopolistic competition with sticky prices
- scientific article; zbMATH DE number 2230849 (Why is no real title available?)
- Investment decisions in finite-lived monopolies
- Investment timing and capacity decisions with time-to-build in a duopoly market
- Strategic investment with positive externalities
- Symmetric equilibrium strategies in game theoretic real option models with incomplete information
- Duopolistic competition under risk aversion and uncertainty
This page was built for publication: Symmetric equilibrium strategies in game theoretic real option models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q451058)