Strategic real options with stochastic volatility in a duopoly model

DOI10.1016/j.chaos.2013.11.005zbMath1348.91206OpenAlexW1975535215MaRDI QIDQ336214

Bing Huang, Jiling Cao, Hyuck Chung

Publication date: 10 November 2016

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/45731/1/MPRA_paper_45731.pdf

Mathematics Subject Classification ID

Applications of game theory (91A80) Special types of economic markets (including Cournot, Bertrand) (91B54) Corporate finance (dividends, real options, etc.) (91G50)

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Cites Work

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