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A YIELD-FACTOR MODEL OF INTERE...
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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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2
Universal state prices and asymmetric information
Duffie, Darrell
;
Kan, Rui
- In:
Journal of mathematical economics
38
(
2002
)
1/2
,
pp. 191-196
Persistent link: https://www.econbiz.de/10001717034
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3
Universal state prices and asymmetric information
Duffie, Darrell
;
Kan, Rui
- In:
Journal of mathematical economics
38
(
2002
)
1
,
pp. 191-196
Persistent link: https://www.econbiz.de/10006032333
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4
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
Saved in:
5
Universal state prices and asymmetric information
Duffie, Darrell
;
Kan, Rui
- In:
Journal of Mathematical Economics
38
(
2002
)
1-2
,
pp. 191-196
Persistent link: https://www.econbiz.de/10005520987
Saved in:
6
Structure of Pareto optima when agents have stochastic recursive preferences
Kan, Rui
- In:
Journal of economic theory
66
(
1995
)
2
,
pp. 626-631
Persistent link: https://www.econbiz.de/10001190593
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7
Structure of Pareto Optima When Agents Have Stochastic Recursive Preferences
Kan, Rui
- In:
Journal of economic theory
66
(
1995
)
2
,
pp. 626-631
Persistent link: https://www.econbiz.de/10007625775
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8
Dynamic asset pricing theory
Duffie, Darrell
-
1992
Persistent link: https://www.econbiz.de/10000322723
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9
Is there a case for banning short speculation in sovereign bond markets?
Duffie, Darrell
- In:
Financial stability review : FSR
14
(
2010
),
pp. 55-59
Persistent link: https://www.econbiz.de/10008647166
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10
Security markets : stochastic models
Duffie, Darrell
-
1988
Persistent link: https://www.econbiz.de/10008731013
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