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Dynamic asset pricing theory
Duffie, Darrell - 1992
Persistent link: https://www.econbiz.de/10000322723
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Asset pricing with heterogeneous consumers
Constantinides, George M. - 1992
Persistent link: https://www.econbiz.de/10000850275
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The consumption-based capital asset pricing model
Duffie, Darrell; Zame, William R. - 1988
Persistent link: https://www.econbiz.de/10000754760
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Asset pricing with stochastic differential utility
Duffie, Darrell; Epstein, Larry G. - 1991
Persistent link: https://www.econbiz.de/10000827226
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Lecture notes in incomplete markets
Duffie, Darrell (contributor) - 1988
Persistent link: https://www.econbiz.de/10000772948
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The theory of value in security markets
Duffie, Darrell - 1991
Persistent link: https://www.econbiz.de/10001328996
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
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Hedging contingent claims on semimartingales
Jarrow, Robert; Madan, Dilip B. - In: Finance and stochastics 3 (1999) 1, pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell; Pan, Jun; Singleton, Kenneth J. - 1999
Persistent link: https://www.econbiz.de/10001388790
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Arbitraje intertemporal y valoración Markov de las acciones
Duffie, Darrell - In: Información comercial española / Cuadernos económicos (1991), pp. 37-60
Persistent link: https://www.econbiz.de/10001122058