Real Options in a Duopoly with Jump Diffusion Prices.

Wei Sun Yonggan Zhao Leonard C. MacLean

Published in: Asia Pac. J. Oper. Res. (2021)

Keyphrases

real option
pricing model
decision makers
life cycle
decision making
option pricing
dynamic pricing
power plant
electricity markets
nash equilibrium
case study
reinforcement learning
markov random field
stochastic process
bi level