Debt, Futures and Options: Optimal Price-Linked Financial Contracts under Moral Hazard and Limited Liability

DOI10.2307/2526912zbMATH Open0775.90022OpenAlexW2056965065MaRDI QIDQ5288085FDOQ5288085

Authors: Robert D. Innes 

Publication date: 23 August 1993

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526912

Mathematics Subject Classification ID

Cited In (1)

• A comparison of cardinal tournaments and piece rate contracts with liquidity constrained agents

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