A patent race in a real options setting: investment strategy, valuation, CAPM beta, and return volatility
type: Item
instance of: scholarly article
title: A patent race in a real options setting: investment strategy, valuation, CAPM beta, and return volatility
zbMATH Open document ID: 1181.91332
author: Rujing Meng
publication date: 2010-01-19T00:00:00Z
full work available at URL: http://hdl.handle.net/10722/60148
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B38
Mathematics Subject Classification ID: 91B32
zbMATH DE Number: 5660318
zbMATH Keywords: strategic real options
zbMATH Keywords: patent race
zbMATH Keywords: R\&D investments
zbMATH Keywords: stochastic game
MaRDI profile type: Publication
OpenAlex ID: W3125247651
cites work: A Stochastic Model of Investment, Marginal q and the Market Value of the Firm
cites work: Uncertainty, Investment, and Industry Evolution
cites work: Perfect Equilibrium in a Model of a Race
cites work: Racing with Uncertainty
cites work: Q4794126
cites work: Closed-loop equilibrium in a multi-stage innovation race
cites work: Strategic growth options
cites work: Real options and preemption under incomplete information
cites work: Market Structure and Innovation
cites work: A Theory of Dynamic Oligopoly, II: Price Competition, Kinked Demand Curves, and Edgeworth Cycles
cites work: R&D Investments with Competitive Interactions
cites work: Dynamic games of innovation
cites work: A Dynamic Game of R and D: Patent Protection and Competitive Behavior
cites work: Strategic Delay in a Real Options Model of R&D Competition
DOI: 10.1016/J.JEDC.2008.01.001
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5660318