Optimal risk sharing in the presence of moral hazard under market risk and jump risk
T Misumi, H Nakamura, K Takaoka - Japanese Journal of Monetary …, 2014 - jstage.jst.go.jp
This paper provides a tractable framework to study optimal risk sharing between an investor
and a firm with general utility forms in the presence of moral hazard under market risk and …
and a firm with general utility forms in the presence of moral hazard under market risk and …