REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING
From MaRDI portal
Recommendations
- Real options with competition and incomplete markets
- Real options with priced regime-switching risk
- Real options: a framework of optimal switching
- Real options and contingent convertibles with regime switching
- Real option duopolies with quasi-hyperbolic discounting
- Real options in a duopoly market with general volatility structure
- Competitive real options under private information
- Real options in a duopoly with jump diffusion prices
- Real Options and Risk Dynamics
- Strategic real options with stochastic volatility in a duopoly model
Cites work
- A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS
- Developing real option game models
- EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
- scientific article; zbMATH DE number 3716008 (Why is no real title available?)
- On pricing and hedging options in regime-switching models with feedback effect
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
- Optimal consumption and investment for a large investor: an intensity-based control framework
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
- Real options and preemption under incomplete information
- Real options games in complete and incomplete markets with several decision makers
- Real options in strategic investment games between two asymmetric firms
- Stochastic calculus for finance. I: The binomial asset pricing model.
- Strategic Delay in a Real Options Model of R&D Competition
- Threshold-type policies for real options using regime-switching models
Cited in
(19)- Dynamic monotonicity and comparative statics for real options
- Stochastic impulse control with regime-switching dynamics
- Investment decisions under incomplete markets in the presence of wealth effects
- Optimal switching from competition to cooperation: a preliminary exploration
- Investment timing and capacity choice in duopolistic competition under a jump-diffusion model
- Investment flexibility as a barrier to entry
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models
- The effects of abandonment options on investment timing and profit sharing of FDI
- A survey of numerical solutions for stochastic control problems: some recent progress
- Real options and competition
- Numerical methods for controlled switching diffusions
- Strategic real options with stochastic volatility in a duopoly model
- Two-period duopolistic market entering strategy with penalty cost
- Threshold-type policies for real options using regime-switching models
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
- Optimal R\&D investment problem with regime-switching
- Investments under strategic competition and uncertainty: a literature review on real option games
- A dynamic model of repositioning with a Markov-switching regime
- A new formulation of strategic interactions in a fluctuating market
This page was built for publication: REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2968279)
