Strategic real options with stochastic volatility in a duopoly model
Year of publication: |
2013-03-18
|
---|---|
Authors: | Huang, Bing ; Cao, Jiling ; Chung, Hyuck |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Asymptotic solution | Real option | Stochastic duopoly game | Stochastic volatility |
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