Items related to Contract Theory in Continuous-Time Models
About the Author
Jakša Cvitanić held positions at Columbia University (Statistics), University of Southern California (Mathematics and Economics), and currently at Caltech (Social Sciences). He has served on the editorial boards of journals in the areas of Financial Mathematics, Applied Probability and Optimization, as well as on the Council of the Bachelier Finance Society. Jianfeng Zhang is currently associate professor at the University of Southern California (Mathematics Department).
Review
“The book under review provides a complete treatment of the principal-agent problem that covers all cases treated in economic literature ... . It is the first of its kind in that it provides a fully developed mathematical framework addressing the principal-agent problem with complete proofs and explanations of all mathematical tools used therein. ... The introduction of this book is accessible to a general audience.” (Olympia Hadjiliadis, Bulletin of the American Mathematical Society, Vol. 52 (3), July, 2015)
“The present book presents a nice exposition of the theory of the stochastic maximum principle, starting with BSDEs, and of its applications to contract theory. ... I recommend it to anyone working on or teaching the mathematical aspects of contract theory and/or stochastic control.” (Etienne Pardoux, SIAM Review, Vol. 57 (2), June, 2015)
“This book considers contract theory in continuous time. ... This book is a good reference book for researchers and graduate students in economic theory, finance and mathematical economics. Continuous-time contract theory is particularly useful in finance. This book provides a basic methodological framework, which can be used to develop further advances, both in applications and in theory.” (Susheng Wang, Mathematical Reviews, August, 2013)"About this title" may belong to another edition of this title.
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