Contract Theory in Continuous-Time Models - Springer Finance - Jaksa Cvitanic - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642141997 - September 26, 2012
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Jaksa Cvitanic
Contract Theory in Continuous-Time Models - Springer Finance 2012 edition

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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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released September 26, 2012
ISBN13 9783642141997
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 256
Dimensions 155 × 235 × 15 mm   ·   498 g
Language English  

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