Principal-agent adverse selection with unique contracts is reformulated as a stochastic target problem for the agent and a stochastic optimal control problem for the principal.
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2 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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2026 2verdicts
UNVERDICTED 2representative citing papers
Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.
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Principal-agent problems with adverse selection: A stochastic target problem formulation
Principal-agent adverse selection with unique contracts is reformulated as a stochastic target problem for the agent and a stochastic optimal control problem for the principal.
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Non-unique time and market incompleteness
Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.