Contract theory in continuous-time models
by Cvitanić, Jaksa, Zhang, Jianfeng
fromSpringer finance
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 op…
Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry…
Common partial cutting management methods in Lake States hardwoods include both selection management and diameter-limit cuttings. Single-tree selection in particular is a widely prescribed silvicultural system in northern hardwoods and has an established history of use throughou…
La Tesis Doctoral estudia la aleatoriedad de las operaciones financieras, sujeta a la distribución de probabilidad de la ocurrencia de un determinado suceso que afectará a la cuantía de los capitales que intervienen o a la duración de la operación.