Value and risk dynamics over the innovation cycle

DOI10.1016/J.JEDC.2015.07.005zbMath1401.91258OpenAlexW1423211187MaRDI QIDQ1657422

Baran Siyahhan, Engelbert J. Dockner

Publication date: 13 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2015.07.005

zbMATH Keywords

R\&Dreal optionsfirm riskintellectual capital

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Economic dynamics (91B55)

Related Items (1)

A stochastic differential game of duopolistic competition with sticky prices

Cites Work

• Martingales and arbitrage in multiperiod securities markets
• A Dynamic Game of R and D: Patent Protection and Competitive Behavior
• Strategic Delay in a Real Options Model of R&D Competition

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