2 papers
stat.AP2019
An Alternative Data-Driven Prediction Approach Based on Real Option Theories
Abdullah AlShelahi, Jingxing Wang, Mingdi You +2
This paper presents a new prediction model for time series data by integrating a time-varying Geometric Brownian Motion model with a pricing mechanism used in financial engineering…
econ.EM2017
A Note on the Multi-Agent Contracts in Continuous Time
Qi Luo, Romesh Saigal
Dynamic contracts with multiple agents is a classical decentralized decision-making problem with asymmetric information. In this paper, we extend the single-agent dynamic incentive…