Strategies in the principal-agent model (Q361824): Difference between revisions

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+W1995359224
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+Market clearing and derivative pricing
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+Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
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+Q4269108
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+Risk-sensitive control and an optimal investment model. II.
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+Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision
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+Aggregation and Linearity in the Provision of Intertemporal Incentives
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+Agency theory: choice-based foundations of the parametrized distribution formulation
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+Q5562267
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+Distributions for the first-order approach to principal-agent problems
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+Q4108109
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+Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps
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+Market clearing, utility functions, and securities prices
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+A Continuous-Time Version of the Principal–Agent Problem
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+The first-order approach to the continuous-time principal-agent problem with exponential utility
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