Gaussian agency problems with memory and linear contracts
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Publication:6659480
DOI10.1007/S00780-024-00548-YMaRDI QIDQ6659480
Eduardo Abi Jaber, Stéphane Villeneuve
Publication date: 9 January 2025
Published in: Finance and Stochastics (Search for Journal in Brave)
Gaussian processes (60G15) Optimal stochastic control (93E20) Actuarial science and mathematical finance (91Gxx) Contract theory (moral hazard, adverse selection) (91B41)
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