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Contract Theory in Continuous-Time Models - Springer Finance Jaksa Cvitanic 2012 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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2012. gada 26. septembris |
| ISBN13 | 9783642141997 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 256 |
| Izmēri | 155 × 235 × 15 mm · 498 g |
| Valoda | Angļu |
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