PRIORITY OPTION: THE VALUE OF BEING A LEADER
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Publication:4916241
DOI10.1142/S0219024913500040zbMath1275.91144OpenAlexW2077924239MaRDI QIDQ4916241
Vincent Leclère, Michael Ludkovski, M. R. Grasselli
Publication date: 22 April 2013
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024913500040
incomplete marketsreal optionsduopolystrategic competitiontiming/coordination gamesutility-indifference
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Cites Work
- Valuing the option to invest in an incomplete market
- \((s,S)\) equilibria in stochastic games
- Pricing early exercise contracts in incomplete markets
- Real Options Games in Complete and Incomplete Markets with Several Decision Makers
- Preemption and Rent Equalization in the Adoption of New Technology
- A solution approach to valuation with unhedgeable risks
- Stochastic differential equations. An introduction with applications.
