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Continuous-time incentives in hierarchies
Emma Hubert
Operations Research & Financial Engineering
Research output
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Article
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peer-review
2
Scopus citations
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Dive into the research topics of 'Continuous-time incentives in hierarchies'. Together they form a unique fingerprint.
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Keyphrases
Continuous-time
100%
Time Incentive
100%
Volatility Management
40%
Optimal Contracting
40%
Best Interests
20%
Illustrative Examples
20%
Volatility
20%
Stochastic Processes
20%
Adaptation
20%
Hierarchical Model
20%
Net Benefit
20%
Time-optimal
20%
Numerical Comparison
20%
Hierarchy Model
20%
Second Order Backward Stochastic Differential Equation
20%
2BSDE
20%
Incentive Problem
20%
Drift Control
20%
Technical Comparison
20%
Economics, Econometrics and Finance
Incentives
100%
Continuous Time
100%
Volatility
60%
Finance
40%
Mathematics
Continuous Time
100%
Illustrative Example
20%
Stochastic Process
20%
Stochastic Differential Equation
20%
Hierarchical Model
20%
Computer Science
Continuous Time
100%
Stochastic Differential
20%
Hierarchical Model
20%