Symmetric equilibrium strategies in game theoretic real option models
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Publication:451058
DOI10.1016/J.JMATECO.2012.05.004zbMATH Open1260.91145OpenAlexW2026085720MaRDI QIDQ451058FDOQ451058
Authors: Jacco J. J. Thijssen, Kuno J. M. Huisman, Peter M. Kort 
Publication date: 26 September 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.05.004
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Applications of game theory (91A80) Noncooperative games (91A10) Corporate finance (dividends, real options, etc.) (91G50) Games of timing (91A55) Dynamic stochastic general equilibrium theory (91B51)
Cites Work
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- Preemption and Rent Equalization in the Adoption of New Technology
- Applied stochastic control of jump diffusions
- Preemption in a real option game with a first mover advantage and player-specific uncertainty
- Investment under uncertainty with price ceilings in oligopolies
- Strategic Delay in a Real Options Model of R&D Competition
- Irreversible investment under uncertainty in oligopoly
- Irreversible investment in oligopoly
- Optimal stopping in Lévy models for nonmonotone discontinuous payoffs
- Irreversible investment and discounting: an arbitrage pricing approach
- Investment timing in presence of downside risk: a certainty equivalent characterization
Cited In (29)
- Sunk costs, entry and clustering
- A duopoly preemption game with two alternative stochastic investment choices
- Alertness, leadership, and nascent market dynamics
- A competitive optimal stopping game
- Developing real option game models
- New insights in capacity investment under uncertainty
- Strategic investment under uncertainty: a synthesis
- Investment under uncertainty, competition and regulation
- 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
- Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model
- Preemptive investment under uncertainty
- 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
- Title not available (Why is that?)
- 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
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