REAL OPTIONS AND SIGNALING IN STRATEGIC INVESTMENT GAMES

DOI10.15807/jorsj.61.18zbMath1395.91313OpenAlexW3121997328MaRDI QIDQ4642053

Takahiro Watanabe

Publication date: 18 May 2018

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.61.18

zbMATH Keywords

game theoryinvestment timingreal optionasymmetic information

Mathematics Subject Classification ID

Noncooperative games (91A10) Signaling and communication in game theory (91A28) Economic dynamics (91B55) Games of timing (91A55)

Related Items (3)

Developing real option game models ⋮ Strategic Information Revelation Through Real Options in Investment Games ⋮ REAL OPTION SIGNALING GAMES OF DEBT FINANCING USING EQUITY GUARANTEE SWAPS UNDER ASYMMETRIC INFORMATION

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