Pages that link to "Item:Q663167"
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The following pages link to Contract theory in continuous-time models (Q663167):
Displaying 28 items.
- A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
- Random Horizon Principal-Agent Problems (Q5037495) (← links)
- Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
- Equilibrium contracts and boundedly rational expectations (Q5087349) (← links)
- A Risk-Sharing Framework of Bilateral Contracts (Q5112729) (← links)
- Sharing Profits in the Sharing Economy (Q5139669) (← links)
- Contract Theory in a VUCA World (Q5232267) (← links)
- Book Review: Contract theory in continuous-time models (Q5254464) (← links)
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
- The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (Q5502178) (← links)
- A PRINCIPAL–AGENT APPROACH TO CAPACITY REMUNERATION MECHANISMS (Q5854322) (← links)
- Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← links)
- Public private partnerships contract under moral hazard and ambiguous information (Q6051214) (← links)
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
- \( L^p\) estimations of fully coupled FBSDEs (Q6099690) (← links)
- Optimal stopping contract for public private partnerships under moral hazard (Q6105371) (← links)
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
- Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
- The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps (Q6159008) (← links)
- Principal-agent problem with multiple principals (Q6164111) (← links)
- Continuous-time incentives in hierarchies (Q6166333) (← links)
- Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients (Q6169626) (← links)
- Optimal contracts to a principal-agent model with a diffusion coefficient affected by firm size (Q6175374) (← links)
- Research on investment incorporating both environmental performance and long (short) term financial performance of firms (Q6191327) (← links)
- Social network learning: uncertainty, heterogeneity, and the application in principal-agent relationships (Q6551555) (← links)
- Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)
- Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237) (← links)
