Real options and preemption under incomplete information
type: Item
instance of: scholarly article
title: Real options and preemption under incomplete information
zbMATH Open document ID: 1029.91031
DOI: 10.1016/S0165-1889(01)00064-1
author: Bart M. Lambrecht
author: William R. M. Perraudin
publication date: 2003-01-21T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B38
zbMATH DE Number: 1856534
zbMATH Keywords: equilibrium
zbMATH Keywords: investment
zbMATH Keywords: zero-NPV trigger level
MaRDI profile type: Publication
cites work: Q5574850
cites work: A Theory of Exit in Duopoly
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: Strategic growth options
cites work: Option pricing when underlying stock returns are discontinuous
cites work: Strategic Delay in a Real Options Model of R&D Competition
full work available at URL: s0165-1889(01)00064-1
OpenAlex ID: W2026719380
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1856534