Investment timing decisions in a stochastic duopoly model

DOI10.1016/j.chaos.2005.08.093zbMath1142.91382OpenAlexW2081360989MaRDI QIDQ943170

Armando Dominioni, Giovanni Marseguerra, Flavia Cortelezzi

Publication date: 9 September 2008

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

Full work available at URL: https://doi.org/10.1016/j.chaos.2005.08.093

Mathematics Subject Classification ID

Related Items (1)

Strategic real options with stochastic volatility in a duopoly model

Cites Work

• Optimal timing of technology adoption
• A theory of stopping time games with applications to product innovations and asset sales
• On the investment-uncertainty relationship in a real options model

This page was built for publication: Investment timing decisions in a stochastic duopoly model