Risk minimization and optimal derivative design in a principal agent game
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Publication:841647
DOI10.1007/s11579-008-0012-8zbMath1177.91082arXiv0710.5512OpenAlexW1634749637MaRDI QIDQ841647
Ulrich Horst, Santiago Moreno-Bromberg
Publication date: 18 September 2009
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.5512
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