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Continuous-Time Option Games: Review of Models and Extensions

https://doi.org/10.17578/14-3/4-3
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1006/jeth.1995.1064openalex-snapshot
(s, S) Equilibria in Stochastic Games
inferredcites →https://doi.org/10.1007/978-1-4757-3423-2openalex-snapshot
Technology Investment: A Game Theoretic Real Options Approach
inferredcites →https://doi.org/10.1007/978-3-540-24792-0_7openalex-snapshot
A Cournot Duopoly with Bounded Inverse Demand Function
inferredcites →https://doi.org/10.1007/978-3-662-21589-0openalex-snapshot
A Game Theory Analysis of Options: Contributions to the Theory of Financial Intermediation in Continuous Time
inferredcites →https://doi.org/10.1016/0148-6195(91)90014-nopenalex-snapshot
Anticipated competitive entry and early preemptive investment in deferrable projects
inferredcites →https://doi.org/10.1016/0304-405x(77)90015-0openalex-snapshot
Determinants of corporate borrowing
inferredcites →https://doi.org/10.1016/0304-405x(84)90023-0openalex-snapshot
Corporate financing and investment decisions when firms have information that investors do not have
inferredcites →https://doi.org/10.1016/0377-2217(95)90173-6openalex-snapshot
Dynamic noncooperative game theory
inferredcites →https://doi.org/10.1016/j.jet.2003.11.006openalex-snapshot
Investment timing and learning externalities
inferredcites →https://doi.org/10.1016/s0301-4207(97)84900-8openalex-snapshot
Real options: Managerial flexibility and strategy in resource allocation
inferredcites →https://doi.org/10.1017/cbo9780511805127openalex-snapshot
Differential Games in Economics and Management Science
inferredcites →https://doi.org/10.1057/palgrave.jors.2600031openalex-snapshot
Introduction to Stochastic Programming
inferredcites →https://doi.org/10.1086/260062openalex-snapshot
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1093/rfs/14.3.765openalex-snapshot
The Impact of Debt Financing on Entry and Exit in a Duopoly
inferredcites →https://doi.org/10.1093/rfs/15.3.691openalex-snapshot
Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms
inferredcites →https://doi.org/10.1111/1468-0297.00426openalex-snapshot
A Markup Interpretation of Optimal Investment Rules
inferredcites →https://doi.org/10.1111/j.1540-6261.1977.tb03277.xopenalex-snapshot
INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION
inferredcites →https://doi.org/10.1142/9789814759588_0002openalex-snapshot
Theory of Rational Option Pricing
inferredcites →https://doi.org/10.1515/9781400830176openalex-snapshot
Investment under Uncertainty
inferredcites →https://doi.org/10.2307/1885541openalex-snapshot
Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases
inferredcites →https://doi.org/10.2307/2297660openalex-snapshot
Preemption and Rent Equalization in the Adoption of New Technology
inferredcites →https://doi.org/10.2307/2326770openalex-snapshot
Informational Asymmetries, Financial Structure, and Financial Intermediation
inferredcites →https://doi.org/10.2307/3003330openalex-snapshot
Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy
inferredcites →https://doi.org/10.2307/3665941openalex-snapshot
A Real Options and Game-Theoretic Approach to Corporate Investment Strategy under Competition
inferredcites →https://doi.org/10.2523/37949-msopenalex-snapshot
The Timing of Investment in E & P: Uncertainty, Irreversibility, Learning, and Strategic Consideration
inferredcites →https://doi.org/10.3386/w1396openalex-snapshot
Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2128220openalex-extracted
Priority Option: The Value of Being a Leader in Complete and Incomplete Markets
inferred← citeshttps://doi.org/10.1002/9780470400531.eorms0127openalex-snapshot
Calculating Real Option Values
inferred← citeshttps://doi.org/10.1002/mde.2638openalex-snapshot
Market Entry, Capacity Choice, and Product Differentiation in Duopolistic Competition under Uncertainty
inferred← citeshttps://doi.org/10.1007/978-1-4614-7248-3openalex-snapshot
Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets
inferred← citeshttps://doi.org/10.1007/978-1-4614-7248-3_1openalex-snapshot
A Review of Optimal Investment Rules in Electricity Generation
inferred← citeshttps://doi.org/10.1016/j.dajour.2026.100709openalex-snapshot
An integrated analytics model for evaluating strategic investments under volatile conditions
inferred← citeshttps://doi.org/10.1016/j.ejor.2011.05.038openalex-snapshot
Strategic investment under uncertainty: A synthesis
inferred← citeshttps://doi.org/10.1111/mafi.12085openalex-snapshot
REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING
inferred← citeshttps://doi.org/10.1142/s0219024913500040openalex-snapshot
PRIORITY OPTION: THE VALUE OF BEING A LEADER
inferred← citeshttps://doi.org/10.17771/pucrio.acad.26402openalex-snapshot
UM JOGO DE OPÇÃO REAL EVOLUCIONÁRIA COM A OPÇÃO DE ADIAR O INVESTIMENTO
inferred← citeshttps://doi.org/10.17771/pucrio.acad.33337openalex-snapshot
MODELAGEM DE OPÇÕES REAIS COM TEORIA DOS JOGOS EM TEMPO CONTÍNUO: UMA APLICAÇÃO NO MERCADO IMOBILIÁRIO DO RIO DE JANEIRO
inferred← citeshttps://doi.org/10.17771/pucrio.acad.53356openalex-snapshot
PORTFÓLIO EM EXPLORAÇÃO DE PETRÓLEO SOB INCERTEZAS: CONDIÇÕES PARA A GUERRA DE ATRITO E A BARGANHA COOPERATIVA
inferred← citeshttps://doi.org/10.54033/cadpedv21n3-121openalex-snapshot
A model for quantification of environmental risk in mining ventures
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