A continuous-time analysis of optimal restructuring of contracts with costly information disclosure
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Publication:436947
DOI10.1007/S10690-011-9144-6zbMATH Open1242.91194OpenAlexW2060439445MaRDI QIDQ436947FDOQ436947
Authors: Hisashi Nakamura 
Publication date: 17 July 2012
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-011-9144-6
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Cites Work
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- Financial Intermediation and Delegated Monitoring
- Term Structures of Credit Spreads with Incomplete Accounting Information
- Applied stochastic control of jump diffusions.
- Optimal contracts in continuous-time models
- A revelation principle for competing mechanisms
- Dynamic costly state verification
- Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model
- Optimal compensation with adverse selection and dynamic actions
- Title not available (Why is that?)
Cited In (2)
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