Option game with Poisson Jump Process in company radical technological innovation

Technological Forecasting and Social Change

Volumn 81, Issue 1, 2014, Pages 341-350

  Daming, You ^a   Xiaohui, Yang ^a   Wu, Desheng Dash ^b   Guofan, Chen ^a  

^a CENTRAL SOUTH UNIVERSITY   (China)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Jump diffusion process; Option game; Radical technological innovation; Real options

Indexed keywords

GAME EQUILIBRIUM; INDUSTRIAL CONTEXT; JUMP-DIFFUSION PROCESS; NEW TECHNOLOGY DEVELOPMENT; OPTION-GAME; RADICAL INNOVATION; REAL OPTIONS; TECHNOLOGICAL INNOVATION;

COMMERCE; INDUSTRY; INVESTMENTS; MARKOV PROCESSES;

INNOVATION;

INNOVATION; INVESTMENT; NUMERICAL MODEL; SYMMETRY; TECHNOLOGICAL DEVELOPMENT;

EID: 84888047726     PISSN: 00401625     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.techfore.2013.04.012     Document Type: Article

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