Produkt
KlappentextThis 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.
Zusammenfassung
Reviewed by international experts
Surveys recent results in a systematic way
Enables derivation of many qualitative economic conclusions
Includes supplementary material: sn.pub/extras
Reviewed by international experts
Surveys recent results in a systematic way
Enables derivation of many qualitative economic conclusions
Includes supplementary material: sn.pub/extras
Details
ISBN/GTIN978-3-642-14199-7
ProduktartBuch
EinbandartGebunden
Verlag
Erscheinungsjahr2012
Erscheinungsdatum26.09.2012
ReiheSpringer Finance
Seiten256 Seiten
SpracheEnglisch
Gewicht538 g
IllustrationenXII, 256 p.
Artikel-Nr.11523294
Rubriken
GenreWirtschaft