Search Results - subject:"Forward–backward stochastic differential equations"

Principal-Agent Problems with Exit Options

Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng - In: The B.E. Journal of Theoretical Economics 8 (2008) 1

replaced by another agent. The methodology we use is the stochastic maximum principle and its link to Forward-Backward … Stochastic Differential Equations. …

Persistent link: https://www.econbiz.de/10014589178

Principal-Agent Problems with Exit Options

Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng - In: Contributions to Theoretical Economics 8 (2008) 1, pp. 1474-1474

replaced by another agent. The methodology we use is the stochastic maximum principle and its link to Forward-Backward … Stochastic Differential Equations. …

Persistent link: https://www.econbiz.de/10005458980

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