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Contract Theory in Continuous-Time Models - Springer Finance Jaksa Cvitanic 2012 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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 26 de septiembre de 2012 |
| ISBN13 | 9783642141997 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 256 |
| Dimensiones | 155 × 235 × 15 mm · 498 g |
| Lengua | Inglés |