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- W1543436640 abstract "In this paper, we focus on the principal-agent problems in continuous time when the participants have ambiguity on the output process in the framework of g-expectation. The first best (or, risk-sharing) type is studied. The necessary condition of the optimal contract is derived by means of the optimal control theory. Finally, we present some examples to clarify our results." @default.
- W1543436640 created "2016-06-24" @default.
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- W1543436640 date "2015-07-01" @default.
- W1543436640 modified "2023-09-23" @default.
- W1543436640 title "The optimal contracts in continuous time under Knightian uncertainty" @default.
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- W1543436640 doi "https://doi.org/10.1109/chicc.2015.7260017" @default.
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