New formulations of ambiguous volatility with an application to optimal dynamic contracting
Year of publication: |
2022
|
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Authors: | Hansen, Peter G. |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 199.2022, p. 1-31
|
Subject: | Moral hazard | Ambiguity | Asset pricing | Capital structure | Stochastic volatility | Theorie | Theory | Volatilität | Volatility | Moral Hazard | Kapitalstruktur | CAPM | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty |
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