Enterprise Investment Timing Based on Options Game Theory
The standard options game model appropriately deals with uncertainty and competitive factors and the relationship between them. In order to match with reality, based on the standard options game model, an extended options game model is established. To consider in the stage of sequential equilibrium...
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| creator | Chai Huaqi Song Deqiang |
| description | The standard options game model appropriately deals with uncertainty and competitive factors and the relationship between them. In order to match with reality, based on the standard options game model, an extended options game model is established. To consider in the stage of sequential equilibrium there are n competitors, all of whom are able to find their own optimal investment points, assuming that these enterprises pay for different sunk costs, an asymmetric multi-oligopoly options game model is given. All the investment income functions of enterprises are shown, on this basis to solve these enterprises' optimal investment thresholds and moments. Finally, by a numerical analysis, practicality of the extended options game model in the real world is conformed. |
| doi_str_mv | 10.1109/ICIII.2010.515 |
| format | Conference Proceeding |
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In order to match with reality, based on the standard options game model, an extended options game model is established. To consider in the stage of sequential equilibrium there are n competitors, all of whom are able to find their own optimal investment points, assuming that these enterprises pay for different sunk costs, an asymmetric multi-oligopoly options game model is given. All the investment income functions of enterprises are shown, on this basis to solve these enterprises' optimal investment thresholds and moments. Finally, by a numerical analysis, practicality of the extended options game model in the real world is conformed.</description><identifier>ISSN: 2155-1456</identifier><identifier>ISBN: 142448829X</identifier><identifier>ISBN: 9781424488292</identifier><identifier>EISSN: 2155-1472</identifier><identifier>DOI: 10.1109/ICIII.2010.515</identifier><language>eng</language><publisher>IEEE</publisher><subject>Analytical models ; Game theory ; Games ; investment timing ; Investments ; Lead ; Monopoly ; oligopoly ; options game ; Timing</subject><ispartof>2010 3rd International Conference on Information Management, Innovation Management and Industrial Engineering, 2010, Vol.4, p.155-158</ispartof><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://ieeexplore.ieee.org/document/5694870$$EHTML$$P50$$Gieee$$H</linktohtml><link.rule.ids>309,310,776,780,785,786,2052,27902,54895</link.rule.ids><linktorsrc>$$Uhttps://ieeexplore.ieee.org/document/5694870$$EView_record_in_IEEE$$FView_record_in_$$GIEEE</linktorsrc></links><search><creatorcontrib>Chai Huaqi</creatorcontrib><creatorcontrib>Song Deqiang</creatorcontrib><title>Enterprise Investment Timing Based on Options Game Theory</title><title>2010 3rd International Conference on Information Management, Innovation Management and Industrial Engineering</title><addtitle>iciii</addtitle><description>The standard options game model appropriately deals with uncertainty and competitive factors and the relationship between them. In order to match with reality, based on the standard options game model, an extended options game model is established. To consider in the stage of sequential equilibrium there are n competitors, all of whom are able to find their own optimal investment points, assuming that these enterprises pay for different sunk costs, an asymmetric multi-oligopoly options game model is given. All the investment income functions of enterprises are shown, on this basis to solve these enterprises' optimal investment thresholds and moments. Finally, by a numerical analysis, practicality of the extended options game model in the real world is conformed.</description><subject>Analytical models</subject><subject>Game theory</subject><subject>Games</subject><subject>investment timing</subject><subject>Investments</subject><subject>Lead</subject><subject>Monopoly</subject><subject>oligopoly</subject><subject>options game</subject><subject>Timing</subject><issn>2155-1456</issn><issn>2155-1472</issn><isbn>142448829X</isbn><isbn>9781424488292</isbn><fulltext>true</fulltext><rsrctype>conference_proceeding</rsrctype><creationdate>2010</creationdate><recordtype>conference_proceeding</recordtype><sourceid>6IE</sourceid><sourceid>RIE</sourceid><recordid>eNo9js1KAzEYRYM_YFvdunGTF5iaL_9Z6lBroNDNLNyVmPmiEWemTAahb--AUu7icrhwuITcA1sDMPfoa-_9mrOZFagLsuCgVAXS8EuyBMmltJa7t6vzoPQNWZbyxZgWWrAFcZt-wvE45oLU9z9Ypg77iTa5y_0HfQ4FWzr0dH-c8tAXug0d0uYTh_F0S65T-C54998r0rxsmvq12u23vn7aVdmxqZKAwIK1Bm2AKA1LShiZYjBzotQRUJiEmstoW5vSu3G8tQwAbbRWRLEiD3_ajIiH-WgXxtNBaSetYeIX9qRHZg</recordid><startdate>201011</startdate><enddate>201011</enddate><creator>Chai Huaqi</creator><creator>Song Deqiang</creator><general>IEEE</general><scope>6IE</scope><scope>6IL</scope><scope>CBEJK</scope><scope>RIE</scope><scope>RIL</scope></search><sort><creationdate>201011</creationdate><title>Enterprise Investment Timing Based on Options Game Theory</title><author>Chai Huaqi ; Song Deqiang</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-i90t-41e10a887e8a1c470f5374fca7a7ac46c1e37fe624c8d8ffb792d8011e8c883c3</frbrgroupid><rsrctype>conference_proceedings</rsrctype><prefilter>conference_proceedings</prefilter><language>eng</language><creationdate>2010</creationdate><topic>Analytical models</topic><topic>Game theory</topic><topic>Games</topic><topic>investment timing</topic><topic>Investments</topic><topic>Lead</topic><topic>Monopoly</topic><topic>oligopoly</topic><topic>options game</topic><topic>Timing</topic><toplevel>online_resources</toplevel><creatorcontrib>Chai Huaqi</creatorcontrib><creatorcontrib>Song Deqiang</creatorcontrib><collection>IEEE Electronic Library (IEL) Conference Proceedings</collection><collection>IEEE Proceedings Order Plan All Online (POP All Online) 1998-present by volume</collection><collection>IEEE Xplore All Conference Proceedings</collection><collection>IEEE Electronic Library (IEL)</collection><collection>IEEE Proceedings Order Plans (POP All) 1998-Present</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Chai Huaqi</au><au>Song Deqiang</au><format>book</format><genre>proceeding</genre><ristype>CONF</ristype><atitle>Enterprise Investment Timing Based on Options Game Theory</atitle><btitle>2010 3rd International Conference on Information Management, Innovation Management and Industrial Engineering</btitle><stitle>iciii</stitle><date>2010-11</date><risdate>2010</risdate><volume>4</volume><spage>155</spage><epage>158</epage><pages>155-158</pages><issn>2155-1456</issn><eissn>2155-1472</eissn><isbn>142448829X</isbn><isbn>9781424488292</isbn><abstract>The standard options game model appropriately deals with uncertainty and competitive factors and the relationship between them. In order to match with reality, based on the standard options game model, an extended options game model is established. To consider in the stage of sequential equilibrium there are n competitors, all of whom are able to find their own optimal investment points, assuming that these enterprises pay for different sunk costs, an asymmetric multi-oligopoly options game model is given. All the investment income functions of enterprises are shown, on this basis to solve these enterprises' optimal investment thresholds and moments. Finally, by a numerical analysis, practicality of the extended options game model in the real world is conformed.</abstract><pub>IEEE</pub><doi>10.1109/ICIII.2010.515</doi><tpages>4</tpages></addata></record> |
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| subjects | Analytical models Game theory Games investment timing Investments Lead Monopoly oligopoly options game Timing |
| title | Enterprise Investment Timing Based on Options Game Theory |
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