Real Options with Competition and Incomplete Markets

DOI10.1007/978-3-319-02069-3_2zbMath1418.91583OpenAlexW1019084862MaRDI QIDQ4561925

SingRu (Celine) Hoe, Alain Bensoussan

Publication date: 13 December 2018

Published in: Inspired by Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02069-3_2

zbMATH Keywords

Bellman equationoptimal stoppingutility maximizationStackelberg leader-follower game

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Stopping times; optimal stopping problems; gambling theory (60G40) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Real Options Games in Complete and Incomplete Markets with Several Decision Makers
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