A Continuous-Time Version of the Principal-Agent
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KeywordsPrincipal-agent model; hidden action; optimal contract; Brownian motion;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-11-19 (All new papers)
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