Random Horizon Principal-Agent Problems (Q5037495)
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scientific article; zbMATH DE number 7482155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random Horizon Principal-Agent Problems |
scientific article; zbMATH DE number 7482155 |
Statements
Random Horizon Principal-Agent Problems (English)
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1 March 2022
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moral hazard
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first best and second best contracting
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second-order backward SDE
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random horizon
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