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The welfare effects of entry: the role of the input market
Mukherjee, Arijit (contributor); Broll, Udo (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003790632
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The welfare effects of entry : the role of the input market
Mukherjee, Arijit; Broll, Udo; Mukherjee, Soma - In: Journal of economics 98 (2009) 3, pp. 189-201
Persistent link: https://www.econbiz.de/10003907812
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Entry in a vertically separated industry : price vs. quantity competition
Mukherjee, Arijit (contributor); Broll, Udo (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002364486
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The new Basel accord and the nature of risk : a game theoretic perspective
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebe, Wilfried - 2007
- game theory is a useful set of tools for better understanding different risk settings. Embedded in a short history of the … Basel Accord in this article we introduce some basic ideas of game theory in the context of rating procedures in accordance … with Basel II. As well, some insight is given how game theory works. Here, the primary value of game theory stems from its …
Persistent link: https://www.econbiz.de/10003481314
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Strategic pricing of financial options
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebel, Wilfried - 2009
need an approach explaining interdependent actions. Game theory is in a position to offer proper olutions. This paper … price are endogenously determined. -- Game theory ; Nash equilibrium ; option pricing ; real option …
Persistent link: https://www.econbiz.de/10003941168
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Strategic hedging
Broll, Udo; Welzel, Peter; Kit, Pong Wong - 1999
Persistent link: https://www.econbiz.de/10001445546
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The New Basel Accord and the Nature of Risk: A Game Theoretic Perspective
Siebe, Wilfried; Milde, Hellmuth; Broll, Udo; Bieta, Volker - 2007
– game theory is a useful set of tools for better understanding different risk settings. Embedded in a short history of the … Basel Accord in this article we introduce some basic ideas of game theory in the context of rating procedures in accordance … with Basel II. As well, some insight is given how game theory works. Here, the primary value of game theory stems from its …
Persistent link: https://www.econbiz.de/10010296819
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Strategic pricing of financial options
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebel, Wilfried - 2009
need an approach explaining interdependent actions. Game theory is in a position to offer proper olutions. This paper …
Persistent link: https://www.econbiz.de/10010301361
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Strategic option pricing
Bieta, Volker; Broll, Udo; Siebe, Wilfried - In: Economics and business review 6/20 (2020) 3, pp. 118-129
Persistent link: https://www.econbiz.de/10012604501
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Strategic option pricing
Bieta, Volker; Broll, Udo; Siebe, Wilfried - 2020
In this paper an extension of the well-known binomial approach to option pricing is presented. The classical question is: What is the price of an option on the risky asset? The traditional answer is obtained with the help of a replicating portfolio by ruling out arbitrage. Instead a two-person...
Persistent link: https://www.econbiz.de/10012264975