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Contract Theory in Continuous-Time Models

Language EnglishEnglish
Book Paperback
Book Contract Theory in Continuous-Time Models Jaksa Cvitanic
Libristo code: 09038834
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, April 2014
There has been increased interest in continuous-time Principal-Agent models and their applications.... Full description
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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
Binding Book - Paperback
Date of issue 2014
Number of pages 256
EAN 9783642433528
ISBN 3642433529
Libristo code 09038834
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 418
Dimensions 234 x 155 x 20

Categories

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Optimization > Game theory
Mathematics & Science > Mathematics > Applied mathematics
Economics, Finance, Business & Management > Finance & accounting
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