Contract theory in continuous-time models
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Publication:663167
DOI10.1007/978-3-642-14200-0zbMATH Open1319.91007OpenAlexW644361365MaRDI QIDQ663167FDOQ663167
Authors: Jakša Cvitanić, Jianfeng Zhang 
Publication date: 14 February 2012
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-14200-0
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stochastic differential equationstochastic maximum principlecontinuous-time modelsoptimal contractcontract theoryoptimal stochastic control, principal-agent model
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Optimal stochastic control (93E20) Stochastic integral equations (60H20)
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- A continuous-time version of a delegated asset management problem
- INCOMPLETE CONTRACTS MODELLING
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