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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

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

Toward an evolutionary theory of shadow options : emergent functions of corning's glass-based innovations

Andriani, Pierpaolo; Cattani, Gino - In: Organization science 35 (2024) 6, pp. 2249-2271

Persistent link: https://www.econbiz.de/10015194648

Valuating new product development project with a stochastic volatility model

Hu, Chengru; Jun, Chulhee; Foley, Maggie - In: Journal of mathematical finance 6 (2016) 5, pp. 975-1001

Persistent link: https://www.econbiz.de/10011658165

Optimal timing for the sale of an indivisible asset with jumps : a numerical approach

Alhashel, Bader - In: The journal of applied business research 31 (2015) 1, pp. 255-264

Persistent link: https://www.econbiz.de/10010503434

Real options, intellectual property, R&D, geometric Brownian motion, Stackelberg games

Breccia, Adriana - 2019

Persistent link: https://www.econbiz.de/10011988095

The valuation of N-phased investment projects under jump-diffusion processes

Andergassen, Rainer; Sereno, Luigi - 2010

In this paper we consider N-phased investment opportunities where the time evolution of the project value follows a jump-diffusion process. An explicit valuation formula is derived under two different scenarios: in the first case we consider fixed and certain investment costs and in the second...

Persistent link: https://www.econbiz.de/10011739826

Strategic real options

Kolb, Aaron M. - In: Journal of economic theory 183 (2019), pp. 344-383

Persistent link: https://www.econbiz.de/10012131353

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

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