Agostino Capponi, Jakša Cvitanic, Türkay Yolcu: We consider a continuous time model of the project value process that can only be observed with noise, and we allow for the possibility that the manager in charge of the project can misrepresent the observed value.
EDHEC Business School
|Type :||Working paper|
|Date :||le 05/12/2011|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|