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Contract Theory in Continuous-Time Models
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Contract Theory in Continuous-Time Models

inbunden, 2012
Engelska
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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.

Upplaga
2012
ISBN
9783642141997
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2012-09-26
Sidor
256