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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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 15 de octubre de 2014 |
| ISBN13 | 9783642433528 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 256 |
| Dimensiones | 234 × 155 × 20 mm · 411 g |
| Lengua | Alemán |
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