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Chuqing Jin (Toulouse School of Economics)
Toulouse, janvier 2025, révision 10 juin 2026
Julian Wright
Eduardo Abi Jaber et Stéphane Villeneuve
vol. 29, janvier 2025, révision 10 juin 2026, p. 143–176
Can a principal still offer optimal dynamic contracts that are linear in end-of-period outcomes when the agent controls a process that exhibits memory? We provide a positive answer by considering a general Gaussian setting where the output dynamics are not necessarily semimartingales or Markov...
Garrett Johnson
Toulouse, 10 janvier 2025, révision 10 juin 2026
Hao Yang
Wenshi Wei
Javad Shamsi
Benoît Schmutz-Bloch
Ruben Durante
Anna D’Annunzio