Moral hazard under ambiguity (Q1626505)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moral hazard under ambiguity |
scientific article |
Statements
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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