Symmetric equilibrium strategies in game theoretic real option models
type: Item
instance of: scholarly article
title: Symmetric equilibrium strategies in game theoretic real option models
zbMATH Open document ID: 1260.91145
author: Jacco J. J. Thijssen
author: Kuno J. M. Huisman
author: Peter M. Kort
published in: Journal of Mathematical Economics
publication date: 2012-09-26T00:00:00Z
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 91A10
Mathematics Subject Classification ID: 91A55
Mathematics Subject Classification ID: 91A80
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 6086960
zbMATH Keywords: timing games
zbMATH Keywords: real options
zbMATH Keywords: preemption
MaRDI profile type: Publication
full work available at URL: j.jmateco.2012.05.004
OpenAlex ID: W2026085720
cites work: Investment timing in presence of downside risk: a certainty equivalent characterization
cites work: Irreversible investment under uncertainty in oligopoly
cites work: Optimal Stopping in Lévy Models for Nonmonotone Discontinuous Payoffs
cites work: Q3225375
cites work: Preemption and Rent Equalization in the Adoption of New Technology
cites work: Applied stochastic control of jump diffusions
cites work: Investment under uncertainty with price ceilings in oligopolies
cites work: Irreversible investment in oligopoly
cites work: Preemption in a real option game with a first mover advantage and player-specific uncertainty
cites work: Irreversible investment and discounting: an arbitrage pricing approach
cites work: Strategic Delay in a Real Options Model of R&D Competition
DOI: 10.1016/J.JMATECO.2012.05.004
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description: scientific article; zbMATH DE number 6086960