FINITE DIFFERENCE METHODS FOR PRINCIPAL-AGENT PROBLEM WITH LEARNING: MORAL HAZARD CASE

Master's

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Bibliographic Details
Main Author:	GUILLAUME FEIGNA
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2018
Subjects:	Principal-Agent problem,finite differences,optimal control,HJB,BSDE,stochastic calculus
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/144243
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Institution:	National University of Singapore
Language:	English

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