Siirry suoraan sisältöön
Contract Theory in Continuous-Time Models
Tallenna

Contract Theory in Continuous-Time Models

sidottu, 2012
englanti
This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion.

Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations.

Painos
2012
ISBN
9783642141997
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
26.9.2012
Sivumäärä
256