Strategic real options under asymmetric information

DOI10.1016/j.jedc.2011.01.001zbMath1231.91470OpenAlexW2027428378MaRDI QIDQ543806

Jeffrey Graham

Publication date: 17 June 2011

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2011.01.001

zbMATH Keywords

asymmetric informationreal optionsinvestmentpreemptiontiming game

Mathematics Subject Classification ID

Economics of information (91B44) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (4)

Developing real option game models ⋮ Strategic real options with stochastic volatility in a duopoly model ⋮ Real option duopolies with quasi-hyperbolic discounting ⋮ Duopolistic competition under risk aversion and uncertainty

Cites Work

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• Preemptive patenting under uncertainty and asymmetric information
• The effects of information on strategic investment and welfare
• Strategic Delay in a Real Options Model of R&D Competition

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