Bookbot

Contract Theory in Continuous-Time Models

Parámetros

Páginas
268 páginas
Tiempo de lectura
10 horas

Más información sobre el libro

This monograph surveys recent advancements in continuous-time Principal-Agent models and contract theory, focusing on solving stochastic optimization problems for optimal contracts. It employs the Stochastic Maximum Principle and characterizes optimal contracts through Forward-Backward Stochastic Differential Equations, offering explicit solutions in special cases for economic insights.

Compra de libros

Contract Theory in Continuous-Time Models, Jak A Cvitanic, Jianfeng Zhang

Idioma
Publicado en
2014
product-detail.submit-box.info.binding
(Tapa blanda)
Te avisaremos por correo electrónico en cuanto lo localicemos.

Métodos de pago

Nadie lo ha calificado todavía.Añadir reseña