Book Review: Contract theory in continuous-time models

DOI10.1090/S0273-0979-2014-01479-XMaRDI QIDQ5254464zbMATH OpenOpenAlexFDO

Authors Olympia Hadjiliadis

Publication date 9 June 2015

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL http://www.ams.org/journals/bull/2015-52-03/S0273-0979-2014-01479-X/S0273-0979-2014-01479-X.pdf

Mathematics Subject Classification ID

External book reviews (00A17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80) Optimal stochastic control (93E20)

Recommendations

• Book review of: J. Cvitanić and J. Zhang, Contract theory in continuous-time models.
• Contract theory in continuous-time models
• Contract Theory: Discrete- and Continuous-Time Models
• Optimal contracts in continuous-time models
• Continuous-Time Asset Pricing Theory
• A theory of dynamic contracting with financial constraints
• Review of the theory of stable matchings and contract systems
• Robust Contracts in Continuous Time
• Equilibrium contracts and boundedly rational expectations
• The existence of optimal contracts in the principal-agent model

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