Real option duopolies with quasi-hyperbolic discounting

DOI10.1016/j.jedc.2019.103829OpenAlexW2997399605WikidataQ126464847 ScholiaQ126464847MaRDI QIDQ2291811

Pengfei Luo, Yuan Tian, Zhaojun Yang

Publication date: 31 January 2020

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2019.103829

zbMATH Keywords

time-inconsistent preferencesduopoly competitionoption gamepreemptive investment

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Investment timing and capacity choice in duopolistic competition under a jump-diffusion model

Cites Work

• Developing real option game models
• Strategic real options under asymmetric information
• Strategic investment timing under asymmetric access charge regulation in telecommunications
• Real options in strategic investment games between two asymmetric firms
• Optimal capital structure and investment decisions under time-inconsistent preferences
• Real options and preemption under incomplete information
• Strategic investment in technological innovations
• Strategic technology adoption taking into account future technological improvements: a real options approach
• Preemptive patenting under uncertainty and asymmetric information
• Strategic Delay in a Real Options Model of R&D Competition
• Instantaneous Gratification *
• Real options under a double exponential jump-diffusion model with regime switching and partial information

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