Moral hazard under ambiguity (Q1626505)

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Moral hazard under ambiguity
scientific article

    Statements

    title
    Moral hazard under ambiguity (English)
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    author
    Thibaut Mastrolia
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    Dylan Possamaï
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    publication date
    27 November 2018
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6985470
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