The impacts of uncertainties in a real options model under incomplete information
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- Weeds, H., 2000.
"Strategic Delay in a Real Optimna Model of R&D Competition,"
The Warwick Economics Research Paper Series (TWERPS)
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- Avinash K. Dixit & Robert S. Pindyck, 1994. "Investment under Uncertainty," Economics Books, Princeton University Press, edition 1, number 5474.
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- Gennotte, Gerard, 1986. " Optimal Portfolio Choice under Incomplete Information," Journal of Finance, American Finance Association, vol. 41(3), pages 733-746, July.
- Kristian R. Miltersen & Eduardo S. Schwart, 2004. "R&D Investments with Competitive Interactions," Review of Finance, European Finance Association, vol. 8(3), pages 355-401.
- Kristian R. Miltersen & Eduardo S. Schwart, 2004. "R&D Investments with Competitive Interactions," Review of Finance, Springer, vol. 8(3), pages 355-401.
- Steven R. Grenadier & Neng Wang, 2005.
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- Lambrecht, Bart & Perraudin, William, 2003. "Real options and preemption under incomplete information," Journal of Economic Dynamics and Control, Elsevier, vol. 27(4), pages 619-643, February.
- M. J. Brennan, 1998. "The Role of Learning in Dynamic Portfolio Decisions," Review of Finance, European Finance Association, vol. 1(3), pages 295-306.
- Yihong Xia, 2001. "Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation," Journal of Finance, American Finance Association, vol. 56(1), pages 205-246, 02.
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