Contract Theory in Continuous-Time Models

Contract Theory in Continuous-Time Models

by Cvitanić, Jaksa

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Title Statements

  • Full title :Contract Theory in Continuous-Time Models

Edition Statements

  • Publication Date:2013

Publication Statements

Notes

Lizenzpflichtig

The Physical Object

  • Description:Online-Ressource

Edition Identifiers

  • ISBN:9783642142000, 3642142001, 9783642141997, 3642141994
  • DOI:10.1007/978-3-642-14200-0
  • oclc:ocn812053726
  • LC Classification:HB135-147
  • Dewey Decimal:330

Subjects

(lcsh)Finance--Mathematical models (lcsh)Stochastic control theory (Produktform)Electronic book text (stw)Analysis (stw)Mathematische Optimierung (stw)Prinzipal-Agent-Theorie (stw)Stochastischer Prozess (stw)Theorie (stw)Vertragstheorie (stw)Zeitökonomie (VLB-FS)91G80, 93E20 (VLB-FS)forward-backward SDEs (VLB-FS)optimal contracts (VLB-FS)principal-agent problems (VLB-FS)quantitative finance (VLB-FS)stochastic maximum principle Analysis Brownian motion processes finance Finance -- mathematical models

Writers

Cvitanić, Jaksa Zhang, Jianfeng

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