A mathematical treatment of bank monitoring incentives (Q471170): Difference between revisions

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Property / author: Henri F. Pagès / rank
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Property / author: Henri F. Pagès / rank
 
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Property / arXiv ID: 1202.2076 / rank
 
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Latest revision as of 06:45, 9 July 2024

scientific article
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English
A mathematical treatment of bank monitoring incentives
scientific article

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    A mathematical treatment of bank monitoring incentives (English)
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    14 November 2014
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    principal/agent problem
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    dynamic moral hazard
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    optimal incentives
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    optimal securitization
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    stochastic control
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    verification theorem
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