Principal-Multiagents problem under equivalent changes of measure: General study and an existence result-Reference-Cited by-同舟云学术

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Principal-Multiagents problem under equivalent changes of measure: General study and an existence result

Published:2024-11 Issue: Volume:177 Page:104448
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Hernández-Santibáñez Nicolás

Funder

ANID

Publisher

Elsevier BV

Reference49 articles.

1. Infinite Dimensional Analysis: a Hitchhiker’s Guide;Aliprantis,2006

2. Optimal make-take fees in a multi market-maker environment;Baldacci;SIAM J. Financial Math.,2021

3. Backward stochastic differential equations and integral–partial differential equations;Barles;Stochastics,1997

4. A continuous-time model of self-protection;Bensalem;Finance Stoch.,2023

5. Large risks, limited liability, and dynamic moral hazard;Biais;Econometrica,2010

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