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Hardcover Contract Theory in Continuous-Time Models Book
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ISBN: 3642141994

ISBN13: 9783642141997

Contract Theory in Continuous-Time Models

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Format: Hardcover

Condition: New

$159.99
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Book Overview

In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying "profit/loss" values. This...

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Business Business & Investing Math Mathematics Science & Math

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