Principal-Agent Problems with Exit Options

DOI10.2202/1935-1704.1474zbMath1170.91374OpenAlexW2170037608MaRDI QIDQ3398228

Jakša Cvitanić, Xuhu Wan, Jianfeng Zhang

Publication date: 26 September 2009

Published in: The B.E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:CVIbejte08

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (3)

Random Horizon Principal-Agent Problems ⋮ An exit contract optimization problem ⋮ Co-development ventures: optimal time of entry and profit-sharing

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