Real Options in a Duopoly with Jump Diffusion Prices

DOI10.1142/S0217595921500093zbMath1482.91221OpenAlexW3128021699MaRDI QIDQ5024915

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Publication date: 1 February 2022

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595921500093

zbMATH Keywords

game theoryreal optionsjump-diffusion processoptimal equilibrium

Mathematics Subject Classification ID

Applications of game theory (91A80) Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50) Jump processes on discrete state spaces (60J74)

Cites Work

• Unnamed Item
• Real options in strategic investment games between two asymmetric firms
• The dynamics of optimal environmental regulation
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• Investments in EOP-technologies and emissions trading - results from a linear programming approach and sensitivity analysis
• Preemption and Rent Equalization in the Adoption of New Technology
• On the Diffusion of New Technology: A Game Theoretic Approach
• Optimal Acquisition of Pollution Control Equipment Under Uncertainty

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