Contract Theory in Continuous-Time Models

In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts betwe...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Cvitanic, Jakša (Author), Zhang, Jianfeng (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:Springer Finance,
Subjects:
Social sciences > Mathematics.
Game theory.
System theory.
Control theory.
Mathematics in Business, Economics and Finance.
Game Theory.
Systems Theory, Control .
Online Access:Texto Completo

Internet

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