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Analytical solution for an investment problem under uncertainties with shocks

Nunes, Cláudia; Pimentel, Rita - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1054-1063

Persistent link: https://www.econbiz.de/10011695491

Optimal entry to an irreversible investment plan with non convex costs

De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; … - In: Mathematics and financial economics 11 (2017) 4, pp. 423-454

Persistent link: https://www.econbiz.de/10011900577

Real options, intellectual property, R&D, geometric Brownian motion, Stackelberg games

Breccia, Adriana - 2019

Persistent link: https://www.econbiz.de/10011988095

Pricings and hedgings of the perpetual Russian options

Li, Weiping; Chen, Su - In: Journal of financial engineering 1 (2014) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10010508090

The barrier binary options

Gao, Min; Wei, Zhenfeng - In: Journal of mathematical finance 10 (2020) 1, pp. 140-156

Persistent link: https://www.econbiz.de/10012545572

An optimal stopping problem of detecting entry points for trading modeled by geometric Brownian motion

Liu, Yue; Yang, Aijun; Zhang, Jijian; Yao, Jingjing - In: Computational economics 55 (2020) 3, pp. 827-843

Persistent link: https://www.econbiz.de/10012223679

Optimal stopping and utility in a simple modelof unemployment insurance

Anquandah, Jason S.; Bogachev, Leonid V. - In: Risks : open access journal 7 (2019) 3/94, pp. 1-41

Managing unemployment is one of the key issues in social policies. Unemployment insurance schemes are designed to cushion the financial and morale blow of loss of job but also to encourage the unemployed to seek new jobs more proactively due to the continuous reduction of benefit payments. In...

Persistent link: https://www.econbiz.de/10012126434

Downstream competition and upstream labor market matching

Chen, Bo - In: International journal of game theory : official journal … 48 (2019) 4, pp. 1055-1085

Persistent link: https://www.econbiz.de/10012311357

Environmental stochasticity, cournot competition and the prisoner's dilemma

Mamada, Robert; Perrings, Charles - In: International game theory review 22 (2020) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10012224315

Strategic investment, forward markets and competition

Aichele, Markus - 2014

I model the strategic interaction between firms, that face decisions on investment, forward contracts and spot market … quantities. For an investment decision that takes place after firms have contracted forward but before firms compete on the spot … market (medium term investment), competition becomes fierce. Thus, the efficiency gains from forward trading found by Allaz …

Persistent link: https://www.econbiz.de/10010426046