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Contract Theory in Continuous-Time Models - Springer Finance Jaksa Cvitanic 2013 edition
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Contract Theory in Continuous-Time Models - Springer Finance
Jaksa Cvitanic
This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations.
256 pages, biography
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 15. oktobra 2014 |
| ISBN13 | 9783642433528 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 256 |
| Dimenzije | 234 × 155 × 20 mm · 411 g |
| Jezik | Nemščina |
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