Strategic Information Revelation Through Real Options in Investment Games

DOI10.1007/978-3-642-11456-4_51zbMath1246.91145OpenAlexW72934856MaRDI QIDQ2908469

Takahiro Watanabe

Publication date: 5 September 2012

Published in: Dynamics, Games and Science I (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-11456-4_51

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Other game-theoretic models (91A40) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Unnamed Item
• Real options in strategic investment games between two asymmetric firms
• Real options and preemption under incomplete information
• Preemptive patenting under uncertainty and asymmetric information
• Strategic Growth Options
• REAL OPTIONS AND SIGNALING IN STRATEGIC INVESTMENT GAMES
• Strategic Delay in a Real Options Model of R&D Competition

This page was built for publication: Strategic Information Revelation Through Real Options in Investment Games