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Contract Theory in Continuous-Time Models

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 optimal contracts betwe...

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Main Authors: Cvitanic, Jakša. (Author, http://id.loc.gov/vocabulary/relators/aut), Zhang, Jianfeng. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:Springer Finance,
Subjects:
Economics, Mathematical .
Game theory.
System theory.
Quantitative Finance.
Game Theory, Economics, Social and Behav. Sciences.
Systems Theory, Control.
Online Access:https://doi.org/10.1007/978-3-642-14200-0

Internet

https://doi.org/10.1007/978-3-642-14200-0

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