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Results: 1-19 |
Results: 19
BLACK, MERTON AND SCHOLES - THEIR CENTRAL CONTRIBUTIONS TO ECONOMICS
Authors: DUFFIE D
Citation: D. Duffie, BLACK, MERTON AND SCHOLES - THEIR CENTRAL CONTRIBUTIONS TO ECONOMICS, The Scandinavian journal of economics, 100(2), 1998, pp. 411-423
A TERM STRUCTURE MODEL WITH PREFERENCES FOR THE TIMING OF RESOLUTION OF UNCERTAINTY
Authors: DUFFIE D SCHRODER M SKIADAS C
Citation: D. Duffie et al., A TERM STRUCTURE MODEL WITH PREFERENCES FOR THE TIMING OF RESOLUTION OF UNCERTAINTY, Economic theory, 9(1), 1997, pp. 3-22
HEDGING IN INCOMPLETE MARKERS WITH HARA UTILITY
Authors: DUFFIE D FLEMING W SONER HM ZARIPHOPOULOU T
Citation: D. Duffie et al., HEDGING IN INCOMPLETE MARKERS WITH HARA UTILITY, Journal of economic dynamics & control, 21(4-5), 1997, pp. 753-782
AN ECONOMETRIC-MODEL OF THE TERM STRUCTURE OF INTEREST-RATE SWAP YIELDS
Authors: DUFFIE D SINGLETON KJ
Citation: D. Duffie et Kj. Singleton, AN ECONOMETRIC-MODEL OF THE TERM STRUCTURE OF INTEREST-RATE SWAP YIELDS, The Journal of finance, 52(4), 1997, pp. 1287-1321
INCOMPLETE SECURITY MARKETS WITH INFINITELY MANY STATES - AN INTRODUCTION
Authors: DUFFIE D
Citation: D. Duffie, INCOMPLETE SECURITY MARKETS WITH INFINITELY MANY STATES - AN INTRODUCTION, Journal of mathematical economics, 26(1), 1996, pp. 1-8
ASSET PRICING WITH HETEROGENEOUS CONSUMERS
Authors: CONSTANTINIDES GM DUFFIE D
Citation: Gm. Constantinides et D. Duffie, ASSET PRICING WITH HETEROGENEOUS CONSUMERS, Journal of political economy, 104(2), 1996, pp. 219-240
SWAP RATES AND CREDIT QUALITY
Authors: DUFFIE D HUANG M
Citation: D. Duffie et M. Huang, SWAP RATES AND CREDIT QUALITY, The Journal of finance, 51(3), 1996, pp. 921-949
SWAP RATES AND CREDIT QUALITY
Authors: DUFFIE D HUANG M
Citation: D. Duffie et M. Huang, SWAP RATES AND CREDIT QUALITY, The Journal of finance, 51(3), 1996, pp. 1036-1036
SPECIAL REPO RATES
Authors: DUFFIE D
Citation: D. Duffie, SPECIAL REPO RATES, The Journal of finance, 51(2), 1996, pp. 493-526
CORPORATE INCENTIVES FOR HEDGING AND HEDGE ACCOUNTING
Authors: DEMARZO PM DUFFIE D
Citation: Pm. Demarzo et D. Duffie, CORPORATE INCENTIVES FOR HEDGING AND HEDGE ACCOUNTING, The Review of financial studies, 8(3), 1995, pp. 743-771
FINANCIAL MARKET INNOVATION AND SECURITY DESIGN - AN INTRODUCTION
Authors: DUFFIE D RAHI R
Citation: D. Duffie et R. Rahi, FINANCIAL MARKET INNOVATION AND SECURITY DESIGN - AN INTRODUCTION, Journal of economic theory, 65(1), 1995, pp. 1-42
MULTIFACTOR TERM STRUCTURE MODELS
Authors: DUFFIE D IKAN R
Citation: D. Duffie et R. Ikan, MULTIFACTOR TERM STRUCTURE MODELS, Philosophical transactions-Royal Society of London. Physical sciences and engineering, 347(1684), 1994, pp. 577-586
CONTINUOUS-TIME SECURITY PRICING - A UTILITY GRADIENT APPROACH
Authors: DUFFIE D SKIADAS C
Citation: D. Duffie et C. Skiadas, CONTINUOUS-TIME SECURITY PRICING - A UTILITY GRADIENT APPROACH, Journal of mathematical economics, 23(2), 1994, pp. 107-131
EFFICIENT AND EQUILIBRIUM ALLOCATIONS WITH STOCHASTIC DIFFERENTIAL UTILITY
Authors: DUFFIE D GEOFFARD PY SKIADAS C
Citation: D. Duffie et al., EFFICIENT AND EQUILIBRIUM ALLOCATIONS WITH STOCHASTIC DIFFERENTIAL UTILITY, Journal of mathematical economics, 23(2), 1994, pp. 133-146
STATIONARY MARKOV EQUILIBRIA
Authors: DUFFIE D GEANAKOPLOS J MASCOLELL A MCLENNAN A
Citation: D. Duffie et al., STATIONARY MARKOV EQUILIBRIA, Econometrica, 62(4), 1994, pp. 745-781
ASSET PRICING WITH HETEROGENEOUS CONSUMERS
Authors: CONSTANTINIDES GM DUFFIE D
Citation: Gm. Constantinides et D. Duffie, ASSET PRICING WITH HETEROGENEOUS CONSUMERS, The Journal of finance, 48(3), 1993, pp. 1078-1079
SPECIAL REPO RATES
Authors: DUFFIE D
Citation: D. Duffie, SPECIAL REPO RATES, The Journal of finance, 48(3), 1993, pp. 1083-1083
ASSET PRICING IN INCOMPLETE MARKETS
Authors: DUFFIE D
Citation: D. Duffie, ASSET PRICING IN INCOMPLETE MARKETS, Hitotsubashi journal of economics, 34, 1993, pp. 139-148
SIMULATED MOMENTS ESTIMATION OF MARKOV-MODELS OF ASSET PRICES
Authors: DUFFIE D SINGLETON KJ
Citation: D. Duffie et Kj. Singleton, SIMULATED MOMENTS ESTIMATION OF MARKOV-MODELS OF ASSET PRICES, Econometrica, 61(4), 1993, pp. 929-952
Risultati: 1-19 |