Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp01c534fr375
Full metadata record
DC Field | Value | Language |
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dc.contributor.advisor | Psendorfer, Wolfgang | - |
dc.contributor.author | Johnson, Darek | - |
dc.date.accessioned | 2016-06-24T14:16:04Z | - |
dc.date.available | 2016-06-24T14:16:04Z | - |
dc.date.created | 2016-04-12 | - |
dc.date.issued | 2016-06-24 | - |
dc.identifier.uri | http://arks.princeton.edu/ark:/88435/dsp01c534fr375 | - |
dc.description.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. | en_US |
dc.format.extent | 31 pages | * |
dc.language.iso | en_US | en_US |
dc.title | Temptation in Continuous Time | en_US |
dc.type | Princeton University Senior Theses | - |
pu.date.classyear | 2016 | en_US |
pu.department | Operations Research and Financial Engineering | en_US |
pu.pdf.coverpage | SeniorThesisCoverPage | - |
Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 |
Files in This Item:
File | Size | Format | |
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Johnson_Darek_Final_Thesis.pdf | 270.85 kB | Adobe PDF | Request a copy |
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