Symmetric equilibrium strategies in game theoretic real option models
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Publication:451058
DOI10.1016/j.jmateco.2012.05.004zbMath1260.91145OpenAlexW2026085720MaRDI QIDQ451058
Kuno J. M. Huisman, Jacco J. J. Thijssen, Peter M. Kort
Publication date: 26 September 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.05.004
Noncooperative games (91A10) Applications of game theory (91A80) Corporate finance (dividends, real options, etc.) (91G50) Dynamic stochastic general equilibrium theory (91B51) Games of timing (91A55)
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- Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs
- Preemption and Rent Equalization in the Adoption of New Technology
- Strategic Delay in a Real Options Model of R&D Competition
- Applied stochastic control of jump diffusions
