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Dynamic asset pricing theory
Duffie, Darrell - 1992
Persistent link: https://www.econbiz.de/10000322723
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An econometric model of the term structure of interest rate swap yields
Duffie, Darrell; Singleton, Kenneth J. - 1995
Persistent link: https://www.econbiz.de/10000904139
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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 nature of incomplete security markets
Duffie, Darrell - 1992
Persistent link: https://www.econbiz.de/10001326964
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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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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 term structure model with preferences for the timing of resolution of uncertainty
Duffie, Darrell - In: Economic theory : official journal of the Society for … 9 (1997) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10001335757