Book Review: Contract theory in continuous-time models
DOI10.1090/S0273-0979-2014-01479-XzbMath1321.00030OpenAlexW2332668405MaRDI QIDQ5254464
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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) External book reviews (00A17)