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Real Options Conference 2023

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Real Option Games Between Rivals

We build on previous solutions for mutually exclusive options in a duopoly with switching and divestment alternatives. We examine the implications of increasing the leader's market share and/or changing volatility over progressive regimes. The consequences of market share and volatility changes on the values for both the leader and follower are often surprising, and provide a rich context for evaluating real option games involving market shares, volatilities and eventually other factors.

Dean Paxson
University of Manchester
United Kingdom

Roger Adkins
University of Bradford
United Kingdom

Alcino Azevedo
University of Aston
United Kingdom


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