Contract Theory in Continuous-Time Models (Springer Finance)

Contract Theory in Continuous-Time Models (Springer Finance) image
ISBN-10:

3642433529

ISBN-13:

9783642433528

Edition: 2013
Released: Oct 15, 2014
Publisher: Springer
Format: Paperback, 268 pages
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Description:

There has been increased interest in continuous-time Principal-Agent models and their applications. This monograph surveys results of the theory using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion.


























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