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Contract Theory in Continuous-Time Models - Springer Finance Jaksa Cvitanic 2013 edition
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
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 15 de outubro de 2014 |
| ISBN13 | 9783642433528 |
| Editoras | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 256 |
| Dimensões | 234 × 155 × 20 mm · 411 g |
| Idioma | Alemão |