Contract Theory in Continuous-Time Models - Springer Finance - Jaksa Cvitanic - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642433528 - October 15, 2014
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Jaksa Cvitanic
Contract Theory in Continuous-Time Models - Springer Finance 2013 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     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  

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