Titlebook: Contract Theory in Continuous-Time Models; Jakša Cvitanić,Jianfeng Zhang Book 2013 Springer-Verlag Berlin Heidelberg 2013 91G80, 93E20.for

COMMA

https://doi.org/10.1007/978-3-540-34374-5The theory of existence and uniqueness of FBSDEs is not as satisfactorily developed as the one for BSDEs. Even linear FBSDEs do not necessarily have a solution. We present several approaches to establishing existence and uniqueness under specific conditions.

CHURL

Forward-Backward SDEsThe theory of existence and uniqueness of FBSDEs is not as satisfactorily developed as the one for BSDEs. Even linear FBSDEs do not necessarily have a solution. We present several approaches to establishing existence and uniqueness under specific conditions.

军械库

Jakša Cvitanić,Jianfeng ZhangReviewed by international experts.Surveys recent results in a systematic way.Enables derivation of many qualitative economic conclusions.Includes supplementary material:

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松鸡

Contract Theory in Continuous-Time Models978-3-642-14200-0Series ISSN 1616-0533 Series E-ISSN 2195-0687

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Foment

978-3-642-43352-8Springer-Verlag Berlin Heidelberg 2013

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https://doi.org/10.1007/978-3-540-33670-9s in single-period models become more tractable if exponential utility functions are assumed. However, even then, there are cases in which tractability requires considering only linear contracts. Optimal contracts which cannot contract upon the agent’s actions are more sensitive to the output than t

玉米

Verkehr – Auswirkungen auf Raum und Menschirst best outcome may be attainable by relatively simple contracts. These may be offered either as those in which the principal “sells” the whole output to the agent for a random “benchmark” amount, and/or as a possibly nonlinear function of the final value of the output. It is not necessary that th