
Contract Theory in Continuous-Time Models
Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations.
- Forfatter
- Jakša Cvitanic, Jianfeng Zhang
- Opplag
- 2012
- ISBN
- 9783642141997
- Språk
- Engelsk
- Vekt
- 446 gram
- Serie
- Springer Finance
- Utgivelsesdato
- 26.9.2012
- Antall sider
- 256
