Contract Theory in Continuous-Time Models

By Jakša Cvitanić, Jianfeng Zhang. 2012

207 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/940132a80d5a20d530f970fab260478344397f99

Citations in the corpus

• Stochastic control for a class of nonlinear kernels and applications (2015, unknown): “Indeed, in the paper [21], the well-posedness theory of 2BSDEs we have obtained is used crucially to solve general principal-agent problems in contracting theory, when the agent controls both the drift and the volatility of the corresponding output process (we refer the reader to the excellent monog”