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Special issue: High-performance computing for financial planning
Zenios, Stauros Andrea (contributor) - 2003
Persistent link: https://www.econbiz.de/10001734597
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Special issue: Symposium on computational finance
Jensen, Bjarne Astrup (contributor) - 2000
Persistent link: https://www.econbiz.de/10001653140
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Linear factor models in finance
Knight, John; Knight, John L.; Satchell, Stephen - 2005
Persistent link: https://www.econbiz.de/10001973380
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New operational approaches for financial modelling
Zopounidis, Constantin (ed.) - 1997
Persistent link: https://www.econbiz.de/10014267884
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A general Lagrangian approach for non-concave moral hazard problems
Araújo, Aloísio Barboza de; Moreira, Humberto - 2000
Persistent link: https://www.econbiz.de/10001499740
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The first-order approach to the continuous-time principal-agent problem with exponential utility
Schättler, Heinz - In: Journal of economic theory 61 (1993) 2, pp. 331-371
Persistent link: https://www.econbiz.de/10001157082
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Bonus-malus system or partial coverage to oppose moral hazard problems?
Vandebroek, Martina - In: Insurance / Mathematics & economics 13 (1993) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001163878
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A primer on moral-hazard models
Prescott, Edward Simpson - In: Economic quarterly 85 (1999) 1, pp. 47-77
Persistent link: https://www.econbiz.de/10001417687
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Computing Moral Hazard Problems Using the Dantzig-Wolfe Decomposition Algorithm
Prescott, Edward Simpson - 2012
Linear programming is an important method for computing solutions to private information problems. The method is applicable for arbitrary specifications of the references and technology. Unfortunately, as the cardinality of underlying sets increases the programs quickly become too large to...
Persistent link: https://www.econbiz.de/10013102605