Continuous-time incentives in hierarchies
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Publication:6166333
DOI10.1007/s00780-023-00506-0zbMath1518.91117arXiv2007.10758OpenAlexW3122637290MaRDI QIDQ6166333
Publication date: 6 July 2023
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.10758
Hierarchical games (including Stackelberg games) (91A65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)
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