Real options and competition

MaRDI QIDQ3094154zbMATH OpenFDO

Authors J. David Diltz, SingRu (Celine) Hoe, Alain Bensoussan

Publication date 21 October 2011

Full work available at URL http://ebooks.worldscinet.com/ISBN/9789814355711/9789814355711_0004.html

zbMATH Keywords

capital investment decisioncompetitive strategydifferential gameincompletenessoptimal investment policyreal options, optimal stopping timeutility based pricingvariational inequality

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Hierarchical games (including Stackelberg games) (91A65) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

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Cited in

(11)

• Valuing investment project in competitive environment
• Real options and preemption under incomplete information
• Real options games in complete and incomplete markets with several decision makers
• From access to bypass: a real options approach
• Real options in a duopoly market with general volatility structure
• Real options with competition and incomplete markets
• Priority option: the value of being a leader
• Real options in a duopoly with jump diffusion prices
• Real options maximizing survival probability under incomplete markets
• scientific article; zbMATH DE number 2230849 (Why is no real title available?)
• OPTIMAL INVESTMENT IN INTERRELATED PROJECTS

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