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Forward-Backward Stochastic Differential Equations

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Browse all works related to Forward-Backward Stochastic Differential Equations.

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Forward-Backward Stochastic Differential Equations

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Contract theory in continuous time models

Contract theory in continuous time models

by Cvitanić, Jaksa, Zhang, Jianfeng

fromSpringer finance

0 Type: Book

Contract Theory in Continuous-Time Models

Contract Theory in Continuous-Time Models

by Cvitanić, Jaksa, Zhang, Jianfeng

fromSpringer finance

0 Type: Book

Subjects

(VLB-FS)91G80, 93E20 (2) (VLB-FS)forward-backward SDEs (2) (VLB-FS)optimal contracts (2) (VLB-FS)principal-agent probl… (2) (VLB-FS)quantitative finance (2) (VLB-FS)stochastic maximum pr… (2) Analysis (2) Forward-Backward Stochastic D… (2) Kontrakttheorie (2) Stochastischer Prozess (2) (Produktform)Electronic book … (1) (VLB-PF)BB: Gebunden (1) (VLB-WN)1781: Hardcover, Soft… (1) (lcsh)Finance--Mathematical m… (1) (lcsh)Stochastic control theo… (1) (stw)Analysis (1) (stw)Mathematische Optimierung (1) (stw)Prinzipal-Agent-Theorie (1) (stw)Stochastischer Prozess (1) (stw)Theorie (1) (stw)Vertragstheorie (1) (stw)Zeitökonomie (1) Agency theorie (1) Brownian motion processes (1) Business mathematics (1) Finance -- mathematical models (1) Finances (1) Finanzmathematik (1) LEN-Modell (1) Mathematical statistics (1) Mathematische Optimierung (1) Mathématiques (1) Mathématiques financières (1) Optimierung (1) Prinzipal-Agent-Theorie (1) Stochastic Processes (1) Stochastische Kontrolltheorie (1) Systems Theory (1) Theorie (1) Vertragstheorie (1) Zeitallokation (1) Zeitökonomie (1) finance (1) mathematics (1)

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Cvitanić, Jaksa (2) Zhang, Jianfeng (2)

Publisher

Springer (1) Springer Berlin Heidelberg (1)

Year

2013 (2)

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