
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
- 2013 ed.
- ISBN
- 9783642433528
- Språk
- Engelsk
- Vekt
- 310 gram
- Serie
- Springer Finance
- Utgivelsesdato
- 15.10.2014
- Antall sider
- 256
