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A note on the welfare and policy implications of a two-period real option game under imperfect information

Wang, Congcong; Wang, Yuhan; Chen, Shanshan; Luckraz, … - In: Games 16 (2025) 1, pp. 1-7

We show that the discrete real option game model proposed in the recent literature can be extended to the case of …

Persistent link: https://www.econbiz.de/10015271710

An option game model applicable to multi-agent cooperation investment in energy storage projects

Zhang, Mingming; Nie, Jinchen; Su, Bin; Liu, Liyun - In: Energy economics 131 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015045636

Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model

Liu, Yanyun; Sun, Baiqing - In: Mathematical methods of operations research : ZOR 98 (2023) 3, pp. 377-410

Persistent link: https://www.econbiz.de/10014514935

Investment timing and capacity choice in duopolistic competition under a jump-diffusion model

Wu, Xiaoqin; Hu, Zhijun - In: Mathematics and financial economics 16 (2022) 1, pp. 125-152

Persistent link: https://www.econbiz.de/10013167720

Investment competition on dedicated terminals under demand ambiguity

Zheng, Shiyuan; Jiang, Changmin; Fu, Xiaowen - In: Transportation research / E : an international journal 150 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012592108

Real option duopolies with quasi-hyperbolic discounting

Luo, Pengfei; Tian, Yuan; Yang, Zhaojun - In: Journal of economic dynamics & control 111 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012501448

Investment under uncertainty, competition and regulation

Huu, Adrien Nguyen - HAL - 2013

We investigate a randomization procedure undertaken in real option games which can serve as a basic model of regulation in a duopoly model of preemptive investment. We recall the rigorous framework of [M. Grasselli, V. Leclère and M. Ludkovsky, Priority Option: the value of being a leader,...

Persistent link: https://www.econbiz.de/10010899504

Game options approach in company radical technological innovation with generalized poisson jump process

Hajaji, A. El; Serghini, A.; Mokhlis, K.; Hilal, K.; … - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-18

Persistent link: https://www.econbiz.de/10011778272

Duopolistic competition and capacity choice with jump-diffusion process

Chen, Danmei - In: Journal of mathematical finance 5 (2015) 2, pp. 192-201

Persistent link: https://www.econbiz.de/10011398997

Option game with Poisson Jump Process in company radical technological innovation

Daming, You; Yang, Xiaohui; Wu, Desheng Dash; Guofan, Chen - In: Technological forecasting & social change : an … 81 (2014), pp. 341-350

Persistent link: https://www.econbiz.de/10010403078

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