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ISBN
:
9783642141997
Publisher
:
Springer
Subject
:
Encyclopaedias & Reference Works
Binding
:
Hardcover
Year
:
2012
₹
12794.0
₹
12282.0
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View DetailsDescription
There has been increased interest in continuous-time Principal-Agent models and their applications. This monograph surveys results of the theory using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion.
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