Real options with competition and incomplete markets

DOI10.1007/978-3-319-02069-3_2zbMATH Open1418.91583OpenAlexW1019084862MaRDI QIDQ4561925FDOQ4561925

SingRu (Celine) Hoe, Alain Bensoussan

Publication date: 13 December 2018

Published in: Inspired by Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02069-3_2

Recommendations

• Real options and competition
• Real options games in complete and incomplete markets with several decision makers
• A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS
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• Real options and variational inequalities

zbMATH Keywords

optimal stoppingutility maximizationBellman equationStackelberg leader-follower game

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Stopping times; optimal stopping problems; gambling theory (60G40) Hierarchical games (including Stackelberg games) (91A65)

Cites Work

• Title not available (Why is that?)
• Real Options Games in Complete and Incomplete Markets with Several Decision Makers

Cited In (4)

• REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING
• A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS
• Strategic real options with stochastic volatility in a duopoly model
• Dynamic monotonicity and comparative statics for real options

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