Show simple item record

AuthorWalch, Patrick G.dc.contributor.author
Date of accession2016-03-14T15:20:08Zdc.date.accessioned
Available in OPARU since2016-03-14T15:20:08Zdc.date.available
Year of creation2008dc.date.created
AbstractIn this thesis we deal with irreversible investment games under uncertainty. This is a subject that everybody has to consider frequently. Especially, in many economic situations, possible investments have an uncertain outcome, which makes a precise analysis necessary. This work can be divided into three main parts: static games, stopping games and dynamic games. In static and stopping games, the actors decide only once when they have to make a given investment with uncertain payoffs. In dynamic games, players decide dynamically how much they will invest in an uncertain project at any point of time. In the dynamic games´ part, we also analyze the effect of cooperation to the player´s outcome.dc.description.abstract
Languagededc.language.iso
PublisherUniversität Ulmdc.publisher
LicenseStandard (Fassung vom 01.10.2008)dc.rights
Link to license texthttps://oparu.uni-ulm.de/xmlui/license_v2dc.rights.uri
KeywordInvestitionsbewertungdc.subject
KeywordKooperative stochastische Differentialspieledc.subject
KeywordPortfolio-Optimierungdc.subject
KeywordReal Option Gamesdc.subject
KeywordStochastische Differentialspieledc.subject
Dewey Decimal GroupDDC 510 / Mathematicsdc.subject.ddc
LCSHGame theorydc.subject.lcsh
TitleIrreversible Investitionsspiele unter Unsicherheitdc.title
Resource typeDissertationdc.type
DOIhttp://dx.doi.org/10.18725/OPARU-1085dc.identifier.doi
PPN591154528dc.identifier.ppn
URNhttp://nbn-resolving.de/urn:nbn:de:bsz:289-vts-66506dc.identifier.urn
GNDInvestitionsplanungdc.subject.gnd
GNDOptimales Stoppendc.subject.gnd
GNDRealoptiondc.subject.gnd
GNDSpieltheoriedc.subject.gnd
FacultyFakultät für Mathematik und Wirtschaftswissenschaftenuulm.affiliationGeneral
Date of activation2009-01-09T18:07:23Zuulm.freischaltungVTS
Peer reviewneinuulm.peerReview
Shelfmark print versionZ: J-H 13.132; N: J-H 9.854uulm.shelfmark
DCMI TypeTextuulm.typeDCMI
VTS ID6650uulm.vtsID
CategoryPublikationenuulm.category
Bibliographyuulmuulm.bibliographie


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record