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

DOI10.2307/2526912MaRDI QIDQ5288085zbMATH OpenOpenAlexFDO

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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