Real options with competition and regime switching
Alain Bensoussan, SingRu Hoe, ZhongFeng Yan, George Yin
| Year of publication: |
January 2017
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|---|---|
| Authors: | Bensoussan, Alain ; Hoe, SingRu ; Yan, Zhongfeng ; Yin, George |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 27.2017, 1, p. 224-250
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| Subject: | variational inequality | irreversible investment | real option | regime switching | game theory | optimal stopping problem | Realoptionsansatz | Real options analysis | Spieltheorie | Game theory | Investitionsentscheidung | Investment decision | Optionspreistheorie | Option pricing theory | Suchtheorie | Search theory | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12085 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011739453