Timing of investments in oligopoly under uncertainty: a framework for numerical analysis

DOI10.1016/S0377-2217(03)00234-0zbMath1106.91352MaRDI QIDQ1877069

Jussi Keppo, Pauli Murto, Erkka Näsäkkälä

Publication date: 16 August 2004

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

Game theoryInvestment analysisReal optionsUncertainty modeling

Mathematics Subject Classification ID

Applications of game theory (91A80) Trade models (91B60)

Related Items (9)

Developing real option game models ⋮ The valuation of multidimensional American real options using the LSM simulation method ⋮ Strategic investment under uncertainty: a synthesis ⋮ A real options game of alliance timing decisions in biopharmaceutical research and development ⋮ Real options in operations research: a review ⋮ Technology selection and capacity investment under uncertainty ⋮ Irreversible investment and R\&D spillovers in a dynamic duopoly ⋮ Investment under uncertainty with price ceilings in oligopolies ⋮ Mixed oligopoly, cost-reducing research and development, and privatisation

Cites Work

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• A Theory of Dynamic Oligopoly, I: Overview and Quantity Competition with Large Fixed Costs
• Investment Under Uncertainty
• Strategic Delay in a Real Options Model of R&D Competition
• A GAME MODEL OF IRREVERSIBLE INVESTMENT UNDER UNCERTAINTY

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