Contract theory in continuous-time models

DOI10.1007/978-3-642-14200-0zbMath1319.91007OpenAlexW644361365MaRDI QIDQ663167

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

zbMATH Keywords

stochastic differential equationstochastic maximum principlecontract theorycontinuous-time modelsoptimal contractoptimal stochastic control, principal-agent model

Mathematics Subject Classification ID

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