结果:找到“continuous time”相关内容165个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Contract Theory in Continuous-Time Models
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In recent years there has been a significant increase of interest in
continuous-
time Principal-Agent models, or contract theory, and their applications. Continuous-
time models provide a powerful and e ...
2015-4-16 18:54 - lasgpope - 量化投资
Financial markets in continuous time
3 个回复 - 1385 次查看
In modern financial practice, asset prices are modelled by means of stochastic
processes. Continuous-
time stochastic calculus thus plays a central role
in financial modelling. The approach has i ...
2019-5-22 22:45 - dongdong1010 - 经济金融数学专区
continuous-time principal-agent
5 个回复 - 1002 次查看
【作者(必填)】Kang, Lening
【文题(必填)】Nash equilibria in the
continuous-
time principal-agent problem with multiple principals
【年份(必填)】
MICHIGAN STATE UNIVERSITY, 2013, 161 pages; 3587 ...
2014-6-15 09:06 - 2008feier - 求助成功区
Financial Markets in Continuous Time
3 个回复 - 2600 次查看
By Rose-Anne Dana, Monique Jeanblanc
Publisher: SpringerNumber Of Pages: 336Publication Date: 2007-07Sales Rank: 3575331ISBN / ASIN: 354071149XEAN: 9783540711490Binding: PaperbackMa ...
2007-7-4 18:28 - zhushiyou - 计量经济学与统计软件
arbitrage theory in continuous time免费下载
17 个回复 - 4069 次查看
[local]Arbitrage Theory in Continuous Time (Oxford Finance) (Hardcover)
by Tomas Bjork (Author) "The main project in this book consists in studying theoretical pricing models for those financial ass ...
2010-12-10 14:45 - jlwangsdu - 计量经济学与统计软件