GAME OPTIONS

Tumellano Sebehela ()
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Tumellano Sebehela: WITS University, Johannesburg, 2000, South Africa

Annals of Financial Economics (AFE), 2017, vol. 12, issue 03, 1-17

Abstract: This article illustrates concurrent values emanating from mergers in the REIT industry as prior studies on REIT mergers focused only single merger outcome(s). Concurrent values are disentangled using game theory. Results illustrate in game options, there are more than one option value. Finally, option investors can use game options to design arbitrage strategies.

Keywords: Gameoption; game theory (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:afexxx:v:12:y:2017:i:03:n:s2010495217500154

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DOI: 10.1142/S2010495217500154

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