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Autor:
Chiusolo, Alessandro, Hubert, Emma
The recent work by Cvitani\'c, Possama\"i, and Touzi (2018) [9] presents a general approach for continuous-time principal-agent problems, through dynamic programming and second-order backward stochastic differential equations (BSDEs). In this paper,
Externí odkaz:
http://arxiv.org/abs/2407.09471
