Scale effects in dynamic contracting
From MaRDI portal
Publication:829340
DOI10.1007/S11579-020-00283-WzbMath1461.91170OpenAlexW2944055326MaRDI QIDQ829340
Guillaume Roger, Santiago Moreno-Bromberg, Shirley Bromberg-Silverstein
Publication date: 5 May 2021
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-020-00283-w
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Risky utilities
- Optimal dynamic contracts with moral hazard and costly monitoring
- Super contact and related optimality conditions
- The hitting time density for a reflected Brownian motion
- Optimal dividend policy and growth option
- On the Theory of Infinitely Repeated Games with Discounting
- On Repeated Moral Hazard with Discounting
- Large Risks, Limited Liability, and Dynamic Moral Hazard
- Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
This page was built for publication: Scale effects in dynamic contracting
