Strategic real options under asymmetric information
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Cited by:
- Pablo Moran, 2017. "Information Revelation in Merger Waves," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 6(2), pages 174-233.
- Sendstad, Lars Hegnes & Chronopoulos, Michail, 2017. "Strategic Technology Switching under Risk Aversion and Uncertainty," Discussion Papers 2017/10, Norwegian School of Economics, Department of Business and Management Science.
- Huang, Bing & Cao, Jiling & Chung, Hyuck, 2014.
"Strategic real options with stochastic volatility in a duopoly model,"
Chaos, Solitons & Fractals, Elsevier, vol. 58(C), pages 40-51.
- Huang, Bing & Cao, Jiling & Chung, Hyuck, 2013. "Strategic real options with stochastic volatility in a duopoly model," MPRA Paper 45731, University Library of Munich, Germany.
- Chronopoulos, Michail & De Reyck, Bert & Siddiqui, Afzal, 2014. "Duopolistic competition under risk aversion and uncertainty," European Journal of Operational Research, Elsevier, vol. 236(2), pages 643-656.
- Azevedo, Alcino & Paxson, Dean, 2014. "Developing real option game models," European Journal of Operational Research, Elsevier, vol. 237(3), pages 909-920.
- Zhu, Lei & Li, Li & Su, Bin, 2021. "The price-bidding strategy for investors in a renewable auction: An option games–based study," Energy Economics, Elsevier, vol. 100(C).
- Luo, Pengfei & Tian, Yuan & Yang, Zhaojun, 2020. "Real option duopolies with quasi-hyperbolic discounting," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
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Keywords
Real options Asymmetric information Investment Timing game Preemption;Statistics
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