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  • Search: subject:"Worst Case Prior"
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Year of publication
Subject
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Knightian Uncertainty 3 Optimal Stopping 3 Real Options 3 Timing Game 3 Worst Case Prior 3 Decision under uncertainty 1 Entscheidung unter Unsicherheit 1 Game theory 1 Option pricing theory 1 Optionspreistheorie 1 Real options analysis 1 Realoptionsansatz 1 Search theory 1 Spieltheorie 1 Suchtheorie 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 2 Undetermined 1
Author
All
Hellmann, Tobias 3 Thijssen, Jacco J. J. 2 Thijssen, Jacco 1
Institution
All
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1
Published in...
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Center for Mathematical Economics Working Papers 1 Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
Cover Image
Ambiguity in a real option game
Hellmann, Tobias; Thijssen, Jacco J. J. - 2015
player invests as if she were the exogenously appointed leader). Following the standard literature, the worst case prior for …. However, if the ambiguous player is the first mover, then the worst case prior can be given by either the lowest or the … highest trend in the set of priors. This novel result shows that "worst case prior" in a setting with geometric Brownian …
Persistent link: https://www.econbiz.de/10011282341
Saved in:
Cover Image
Ambiguity in a Real Option Game
Hellmann, Tobias; Thijssen, Jacco - Institut für Mathematische Wirtschaftsforschung, … - 2015
player invests as if she were the exogenously appointed leader). Following the standard literature, the worst case prior for …. However, if the ambiguous player is the first mover, then the worst case prior can be given by either the lowest or the … highest trend in the set of priors. This novel result shows that “worst case prior” in a setting with geometric Brownian …
Persistent link: https://www.econbiz.de/10011126750
Saved in:
Cover Image
Ambiguity in a real option game
Hellmann, Tobias; Thijssen, Jacco J. J. - 2015
player invests as if she were the exogenously appointed leader). Following the standard literature, the worst case prior for …. However, if the ambiguous player is the first mover, then the worst case prior can be given by either the lowest or the … highest trend in the set of priors. This novel result shows that "worst case prior" in a setting with geometric Brownian …
Persistent link: https://www.econbiz.de/10010468336
Saved in:
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