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Stochastic equilibria with inc...
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500
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30
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30
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23
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61
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
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62
Swap rates and credit quality
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
Saved in:
63
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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64
Special issue on equilibrium with incomplete markets and an infinite statespace
Duffie, Darrell
(
contributor
)
- In:
Journal of mathematical economics
26
(
1996
)
1
Persistent link: https://www.econbiz.de/10001209478
Saved in:
65
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
Saved in:
66
Corporate incentives for hedging and hedge accounting
DeMarzo, Peter M.
- In:
The review of financial studies
8
(
1995
)
3
,
pp. 743-771
Persistent link: https://www.econbiz.de/10001188916
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67
Stationary Markov equilibria
Duffie, Darrell
(
contributor
)
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
4
,
pp. 745-781
Persistent link: https://www.econbiz.de/10001252923
Saved in:
68
Financial market innovation and security design : an introduction
Duffie, Darrell
- In:
Journal of economic theory
65
(
1995
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001178538
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69
Asset pricing with heterogeneous consumers
Kōnstantinidēs, Giōrgos
- In:
Journal of political economy
104
(
1996
)
2
,
pp. 219-240
Persistent link: https://www.econbiz.de/10001198626
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70
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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