Report NEP-CTA-2012-02-15
This is the archive for NEP-CTA, a report on new working papers in the area of Contract Theory and Applications. Guillem Roig issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CTA
The following items were announced in this report:
- Henri Pag`es & Dylan Possamai, 2012, "A mathematical treatment of bank monitoring incentives," Papers, arXiv.org, number 1202.2076, Feb, revised Apr 2015.
- Alina Beygelzimer & John Langford & David Pennock, 2012, "Learning Performance of Prediction Markets with Kelly Bettors," Papers, arXiv.org, number 1201.6655, Jan.
- Masaaki Fujii & Akihiko Takahashi, 2012, "Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility," Papers, arXiv.org, number 1202.0608, Feb, revised Sep 2012.
- Peter Kratz & Torsten Schoneborn, 2012, "Portfolio liquidation in dark pools in continuous time," Papers, arXiv.org, number 1201.6130, Jan, revised Aug 2012.
Printed from https://ideas.repec.org/n/nep-cta/2012-02-15.html