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(lcsh)Stochastic control theory

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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

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(Produktform)Electronic book … (1) (VLB-FS)91G80, 93E20 (1) (VLB-FS)forward-backward SDEs (1) (VLB-FS)optimal contracts (1) (VLB-FS)principal-agent probl… (1) (VLB-FS)quantitative finance (1) (VLB-FS)stochastic maximum pr… (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) Analysis (1) Brownian motion processes (1) Finance -- mathematical models (1) Finances (1) Forward-Backward Stochastic D… (1) Kontrakttheorie (1) LEN-Modell (1) Mathématiques (1) Optimierung (1) Stochastic Processes (1) Stochastischer Prozess (1) Systems Theory (1) Zeitallokation (1) finance (1) mathematics (1)

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Cvitanić, Jaksa (1) Zhang, Jianfeng (1)

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Springer Berlin Heidelberg (1)

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2013 (1)

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