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Efficient and equilibrium allocations with stochastic differential utility
Duffie, Darrell - In: Journal of mathematical economics 23 (1994) 2, pp. 133-146
Persistent link: https://www.econbiz.de/10001161877
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Continuous-time security pricing : a utility gradient approach
Duffie, Darrell - In: Journal of mathematical economics 23 (1994) 2, pp. 107-131
Persistent link: https://www.econbiz.de/10001161894
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Simulated moments estimation of Markov models of asset prices
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
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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
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The consumption-based capital asset pricing model
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 6, pp. 1279-1297
Persistent link: https://www.econbiz.de/10001078856
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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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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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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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Stochastic equilibria : existence, spanning number, and the "no expected financial gain from trade" hypothesis
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 5, pp. 1161-1183
Persistent link: https://www.econbiz.de/10001012754
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Modeling term structures of defaultable bonds
Duffie, Darrell; Singleton, Kenneth J. - In: The review of financial studies 12 (1999) 4, pp. 687-720
Persistent link: https://www.econbiz.de/10001421853