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Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
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A yield-factor model of interest rates
Duffie, Darrell - In: Mathematical finance : an international journal of … 6 (1996) 4, pp. 379-406
Persistent link: https://www.econbiz.de/10001208931
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From discrete- to continuous-time finance : weak convergence of the financial gain process
Duffie, Darrell - In: Mathematical finance : an international journal of … 2 (1992) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001185155
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A Yield-Factor Model of Interest Rates
Duffie, Darrell; Kan, Rui - In: Mathematical finance : an international journal of … 6 (1996) 4, pp. 379-406
Persistent link: https://www.econbiz.de/10008220727