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~isPartOf:"Journal of economic dynamics & control"
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Journal of economic dynamics & control
NBER working paper series
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Hedging in incomplete markets with HARA utility
Duffie, Darrell
(
contributor
)
- In:
Journal of economic dynamics & control
21
(
1997
)
4
,
pp. 753-782
Persistent link: https://www.econbiz.de/10001221215
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Pricing continuously resettled contingent claims
Duffie, Darrell
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 561-573
Persistent link: https://www.econbiz.de/10001130445
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Transactions costs and portfolio choice in a discrete-continuous-time setting
Duffie, Darrell
- In:
Journal of economic dynamics & control
14
(
1990
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10001085219
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4
Optimal hedging and equilibrium in a dynamic futures market
Duffie, Darrell
- In:
Journal of economic dynamics & control
14
(
1990
)
1
,
pp. 21-33
Persistent link: https://www.econbiz.de/10001085221
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5
Hedging in incomplete markets with HARA utility
Duffie, Darrell
;
Fleming, Wendell
;
Mete Soner, H.
; …
- In:
Journal of economic dynamics & control
21
(
1997
)
4-5
,
pp. 753-782
Persistent link: https://www.econbiz.de/10006792640
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