Code: 09038834
Contract Theory in Continuous-Time Models
by Jaksa Cvitanic, Jianfeng Zhang
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 ... more
- Language:
English - Binding: Paperback
- Number of pages: 256
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2014
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Book synopsis
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.§
Book details
Book category Books in English Reference, information & interdisciplinary subjects Research & information: general Information theory
100.60 €
- Full title: Contract Theory in Continuous-Time Models
- Author: Jaksa Cvitanic, Jianfeng Zhang
- Language: English
- Binding: Paperback
- Number of pages: 256
- EAN: 9783642433528
- ISBN: 3642433529
- ID: 09038834
- Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Weight: 418 g
- Dimensions: 155 × 234 × 20 mm
- Date of publishing: 14. April 2014
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