Option Exercise Games: The Intersection Of Real Options And Game Theory
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References listed on IDEAS
- Dutta, Prajit K & Rustichini, Aldo, 1993.
"A Theory of Stopping Time Games with Applications to Product Innovations and Asset Sales,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(4), pages 743-763, October.
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- Kuno J.M. Huisman & Peter M. Kort, 2015. "Strategic capacity investment under uncertainty," RAND Journal of Economics, RAND Corporation, vol. 46(2), pages 376-408, June.
- Wen, Xingang & Hagspiel, V. & Kort, Peter, 2017. "Subsidized Capacity Investment under Uncertainty," Discussion Paper 2017-043, Tilburg University, Center for Economic Research.
- Azevedo, Alcino & Paxson, Dean, 2014. "Developing real option game models," European Journal of Operational Research, Elsevier, vol. 237(3), pages 909-920.
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- Robert Fourt & Gianluca Marcato & Charles Ward, 2007. "Real Option Pricing in Mixed-use Development Projects," Real Estate & Planning Working Papers rep-wp2007-09, Henley Business School, Reading University.
- Bajeux-Besnainou, Isabelle & Joshi, Sumit & Vonortas, Nicholas, 2010. "Uncertainty, networks and real options," Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 523-541, September.
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"Investment under uncertainty, competition and regulation,"
1309.1844, arXiv.org, revised Feb 2014.
- Adrien Nguyen Huu, 2014. "Investment under uncertainty, competition and regulation," Post-Print hal-00831263, HAL.
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- Doriana Ruffino & Jonathan Treussard, 2006.
"Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach,"
Boston University - Department of Economics - Working Papers Series
WP2006-044, Boston University - Department of Economics.
- Jonathan Treussard & Doriana Ruffino, 2007. "Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach," 2007 Meeting Papers 77, Society for Economic Dynamics.
- Smit, Han T.J. & Trigeorgis, Lenos, 2006. "Real options and games: Competition, alliances and other applications of valuation and strategy," Review of Financial Economics, Elsevier, vol. 15(2), pages 95-112.
- Aabo, Tom & Simkins, Betty J., 2005. "Interaction between real options and financial hedging: Fact or fiction in managerial decision-making," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 353-369.
- Kamoto, Shinsuke, 2015. "Strategic capacity expansion under a potential entry threat," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 157-177.
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