Moral hazard under ambiguity (Q1626505): Difference between revisions

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Revision as of 04:08, 5 March 2024

scientific article
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English
Moral hazard under ambiguity
scientific article

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    Moral hazard under ambiguity (English)
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    27 November 2018
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    risk sharing
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    moral hazard
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    principal-agent
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    second-order BSDEs
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    volatility uncertainty
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    Hamilton-Jacobi-Bellman-Isaacs PDEs
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