Real competiton games in duopoly setting with two stochastic factors
This thesis analyses real options in competitive settings. We develop four real option models for competitive settings and one model for a monopolist's decision to invest. In the first model, the profits per unit and the number of units follow two different stochastic paths. In the second model...
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University of Manchester
2004
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.632543 |