
Contract Theory in Continuous-Time Models
Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations.
- Författare
- Jakša Cvitanic, Jianfeng Zhang
- Upplaga
- 2012
- ISBN
- 9783642141997
- Språk
- Engelska
- Vikt
- 446 gram
- Serie
- Springer Finance
- Utgivningsdatum
- 2012-09-26
- Sidor
- 256
