Continuous-time security pricing : a utility gradient approach
Darrell Duffie ; Costis Skiadas
| Year of publication: |
1994
|
|---|---|
| Authors: | Duffie, Darrell |
| Other Persons: | Skiadas, Costis (contributor) |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 23.1994, 2, p. 107-131
|
| Subject: | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001161894