The venture capital entry model on game options with jump-diffusion process

International Journal of Production Economics

Volumn 134, Issue 1, 2011, Pages 87-94

  Ko, Chuan Chuan ^a   Lin, Tyrone T ^b   Yang, Chyan ^a  

^a NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^b NATIONAL DONG HWA UNIVERSITY   (Taiwan)

Author keywords

Duopoly market; Game options; Jump diffusion process; Venture capital

Indexed keywords

COMPETITIVE THREATS; DUOPOLY MARKETS; GAME OPTIONS; INVESTMENT DECISIONS; INVESTMENT RETURNS; INVESTMENT STRATEGY; INVESTMENT TIMING; JUMP-DIFFUSION PROCESS; MANAGEMENT TOOL; MARKET STRUCTURES; VENTURE CAPITAL;

COMMERCE; COMPETITION; DECISION MAKING; OPTIMIZATION;

INVESTMENTS;

EID: 80052366568     PISSN: 09255273     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijpe.2011.02.016     Document Type: Article

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