Option Exercise Games: The Intersection Of Real Options And Game Theory
Download full text from publisher
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.
- Dutta, P.K. & Rustichini, A., 1991. "A Theory of stopping Time Games with Applications to Product Innovations and Asset Sales," RCER Working Papers 263, University of Rochester - Center for Economic Research (RCER).
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- repec:dau:papers:123456789/12655 is not listed on IDEAS
- 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.
- Adrien Nguyen Huu, 2013.
"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.
- Flôres Junior, Renato Galvão, 2008. "Are CGE Models still useful in economic policy making?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 674, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Hans Haanappel & Han Smit, 2007. "Return distributions of strategic growth options," Annals of Operations Research, Springer, vol. 151(1), pages 57-80, April.
- repec:eee:dyncon:v:84:y:2017:i:c:p:1-31 is not listed on IDEAS
- repec:kap:revaec:v:30:y:2017:i:4:d:10.1007_s11138-016-0368-6 is not listed on IDEAS
- 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.
- 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.
- Gianluca Marcato & Robert Fourt & Ch Ward & Robert Fourt & Charles Ward, 2007. "Real Option Pricing in Mixed-use Development Projects," ERES eres2007_223, European Real Estate Society (ERES).
- 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.
- repec:eee:transb:v:123:y:2019:i:c:p:279-322 is not listed on IDEAS
- 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.
- repec:eee:jbfina:v:81:y:2017:i:c:p:181-199 is not listed on IDEAS
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jacrfn:v:13:y:2000:i:2:p:99-107. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley Content Delivery). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=1078-1196 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.