Book review of: J. Cvitanić and J. Zhang, Contract theory in continuous-time models.

DOI10.1137/15N973873zbMATH Open1336.00063OpenAlexW4251720690MaRDI QIDQ5890681

Etienne Pardoux

Publication date: 20 May 2016

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15n973873

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) External book reviews (00A17)

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Book Review: Contract theory in continuous-time models

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