A duality approach to continuous-time contracting problems with limited commitment
Jianjun Miao, Yuzhe Zhang
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Miao, Jianjun ; Zhang, Yuzhe |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 159.2015, p. 929-988
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| Subject: | Continuous-time contracts | Limited commitment | Risk sharing | Duality | Dynamic programming | Regulated Brownian motion | Vertragstheorie | Contract theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Vertrag | Contract | Prinzipal-Agent-Theorie | Agency theory | Duales Optimierungsproblem | Dual optimization problem | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2014.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011549299