Contract Theory in Continuous-Time Models - Springer Finance - Jaksa Cvitanic - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642433528 - October 15, 2014
In case cover and title do not match, the title is correct

Jaksa Cvitanic
Contract Theory in Continuous-Time Models - Springer Finance 2013 edition

Price
$ 104.49
excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping Jul 1 - 7

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Also available as:

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     Paperback Book   (Book with soft cover and glued back)
Released October 15, 2014
ISBN13 9783642433528
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 256
Dimensions 234 × 155 × 20 mm   ·   411 g
Language German  

More by Jaksa Cvitanic

Show all

Mere med samme udgiver

See all of Jaksa Cvitanic ( e.g. Paperback Book and Hardcover Book )