Real Options in a Duopoly with Jump Diffusion Prices

Keyphrases

• Duopoly 100%
• Jump Diffusion 100%
• Real Options 100%
• Optimal Investment 50%
• Numerical Examples 50%
• Leader-follower 50%
• Firm Profits 50%
• Asset Prices 50%
• Preemptive Competition 50%
• Simultaneous Equilibrium 50%
• Sequential Equilibrium 50%
• Valuation Models 50%
• Asymmetric Duopoly 50%
• Investment in Technology 50%
• Poisson Jumps 50%
• Irreversible Investment 50%
• Game Analysis 50%
• First-mover Advantage 50%

Economics, Econometrics and Finance

• Real Options Analysis 100%
• Putty-Clay Model 50%