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http://arks.princeton.edu/ark:/88435/dsp01c534fr375| Title: | Temptation in Continuous Time |
| Authors: | Johnson, Darek |
| Advisors: | Psendorfer, Wolfgang |
| Department: | Operations Research and Financial Engineering |
| Class Year: | 2016 |
| Abstract: | In their paper Temptation and Self Control, Gul and Pesendorfer propose a 2-period model for temptation. While this 2-period model can be trivially extended to apply over arbitrarily small time increments, it does not have a trivial continuous time extension. This paper extends their discrete time model to a temptation model that is well defined in a continuous time setting. |
| Extent: | 31 pages |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01c534fr375 |
| Type of Material: | Princeton University Senior Theses |
| Language: | en_US |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Johnson_Darek_Final_Thesis.pdf | 270.85 kB | Adobe PDF | Request a copy |
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