Optimal contracts in continuous-time models

DOI10.1155/JAMSA/2006/95203zbMath1140.91433MaRDI QIDQ937467

Jakša Cvitanić, Jianfeng Zhang, Xuhu Wan

Publication date: 15 August 2008

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54323

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

91B24: Microeconomic theory (price theory and economic markets)

60H30: Applications of stochastic analysis (to PDEs, etc.)

Related Items

Delegated dynamic portfolio management under mean-variance preferences, Optimal risk-sharing with effort and project choice, Optimal compensation with adverse selection and dynamic actions

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