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Contract Theory in Continuous-Time Models
Language
English
English
Book
Paperback
There has been increased interest in continuous-time Principal-Agent models and their applications....
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Libristo code: 09038834
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There has been increased interest in continuous-time Principal-Agent models and their applications. This monograph surveys results of the theory using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion.§
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About the book
Full name
Contract Theory in Continuous-Time Models
Author
Jaksa Cvitanic, Jianfeng Zhang
Language
English
English
Binding
Book - Paperback
Date of issue
2014
Number of pages
256
EAN
9783642433528
ISBN
3642433529
Libristo code
09038834
Weight
418
Dimensions
234 x 155 x 20
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