Pages that link to "Item:Q4613427"
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The following pages link to Robust Contracts in Continuous Time (Q4613427):
Displaying 35 items.
- A duality approach to continuous-time contracting problems with limited commitment (Q900606) (← links)
- Ambiguity sharing and the lack of relative performance evaluation (Q1616079) (← links)
- Dynamic corporate investment and liquidity management under model uncertainty (Q1673427) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- Optimal and robust contracts for a risk-constrained principal (Q1932523) (← links)
- Incomplete markets, Knightian uncertainty and high-water marks (Q1984697) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- Robust pricing under strategic trading (Q2067396) (← links)
- New formulations of ambiguous volatility with an application to optimal dynamic contracting (Q2067400) (← links)
- Ambiguity in dynamic contracts (Q2067409) (← links)
- Robust control in green production management (Q2076378) (← links)
- Introduction to the special issue in honor of Larry Epstein (Q2088604) (← links)
- Equilibrium CEO contract with belief heterogeneity (Q2088614) (← links)
- Optimal contracting under mean-volatility joint ambiguity uncertainties (Q2088616) (← links)
- Robust leverage dynamics without commitment (Q2088617) (← links)
- Agent's optimal compensation under inflation risk by using dynamic contract model (Q2121174) (← links)
- Robust contracting and corporate-termism (Q2127302) (← links)
- Robust experimentation in the continuous time bandit problem (Q2150441) (← links)
- Robust risk-taking under a sustainable constraint (Q2157888) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- A model of capacity choice under Knightian uncertainty (Q2328551) (← links)
- Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← links)
- Optimal dividend-distribution strategy under ambiguity aversion (Q2661496) (← links)
- Robust contracts with one-sided commitment (Q2661649) (← links)
- Stochastic differential game for management of non-renewable fishery resource under model ambiguity (Q3300962) (← links)
- Robust reinsurance contracts in continuous time (Q4583597) (← links)
- Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
- Book Review: Contract theory in continuous-time models (Q5254464) (← links)
- Reinsurance contract design with heterogeneous beliefs and learning (Q6169392) (← links)
- Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
- Ambiguity, information processing, and financial intermediation (Q6664584) (← links)
- Robust dynamic trading with realization utility (Q6665040) (← links)
- Robust dynamic contracts with multiple agents (Q6665675) (← links)