The Timing Selecting Of Investment based on Option Game
Hong Qian-lin · Caijing lilun yu shijian · 2011
In the environment with uncertainty and rivalrousness,the option game models can be divided into two types: absolute timing and relative timing,according to the different requirements of the absoluteness and relativity of investment timing.Firstly,we made a literature review on investment timing in option game theory,then discussed the option game modes to find the optimal stopping time in both situations with complete information and situations with incomplete information.At last,the evaluation ways of investment timing based on the follow-preemptive model were discussed.