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 / Jakša Cvitanić ; Jianfeng Zhang

Edition Statements

  • Publication Date:2013

Publication Statements

  • Publisher(s):Springer
  • Place of Publication:Berlin
  • Language:eng
  • Publication Date:2013

Notes

Literaturangaben

The Physical Object

  • Description:XII, 255 S. : 24 cm

Edition Identifiers

  • ISBN:9783642141997, 3642141994
  • oclc:ocn816548582
  • LC Classification:HB135-147
  • Dewey Decimal:332.01519233

Subjects

(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 (VLB-PF)BB: Gebunden (VLB-WN)1781: Hardcover, Softcover / Wi… Agency theorie Analysis Business mathematics Finanzmathematik Forward-Backward Stochastic Differentia… Kontrakttheorie Mathematical statistics Mathématiques financières Mathematische Optimierung Prinzipal-Agent-Theorie Stochastische Kontrolltheorie Stochastischer Prozess

Writers

Cvitanić, Jaksa Zhang, Jianfeng

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