Real Options with Competition and Incomplete Markets (Q4561925)
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scientific article; zbMATH DE number 6993387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real Options with Competition and Incomplete Markets |
scientific article; zbMATH DE number 6993387 |
Statements
Real Options with Competition and Incomplete Markets (English)
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13 December 2018
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Stackelberg leader-follower game
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utility maximization
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Bellman equation
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optimal stopping
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