The following pages link to J. Darrell Duffie (Q1308693):
Displaying 41 items.
- (Q186796) (redirect page) (← links)
- (Q1802946) (redirect page) (← links)
- Information percolation in segmented markets (Q406369) (← links)
- The exact law of large numbers for independent random matching (Q417621) (← links)
- Optimal hedging and equilibrium in a dynamic futures market (Q751449) (← links)
- Corporate financial hedging with proprietary information (Q751452) (← links)
- Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956) (← links)
- Reprint of: ``Information percolation in segmented markets'' (Q896987) (← links)
- The relative contributions of private information sharing and public information releases to information aggregation (Q981049) (← links)
- Equilibrium in incomplete markets. I: A basic model of generic existence (Q1083356) (← links)
- Multiperiod security markets with differential information (Q1086116) (← links)
- Stochastic equilibria with incomplete financial markets (Q1087461) (← links)
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies (Q1090588) (← links)
- Competitive equilibria in general choice spaces (Q1093506) (← links)
- An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
- Mean-variance hedging in continuous time (Q1174786) (← links)
- Pricing continuously resettled contingent claims (Q1200317) (← links)
- Arbitrage pricing of Russian options and perpetual lookback options (Q1308694) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Efficient and equilibrium allocations with stochastic differential utility (Q1322710) (← links)
- Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- PDE solutions of stochastic differential utility (Q1802947) (← links)
- Financial market innovation and security design: An introduction (Q1804623) (← links)
- Incomplete security markets with infinitely many states: An introduction (Q1817339) (← links)
- Universal state prices and asymmetric information. (Q1867768) (← links)
- Large portfolio losses (Q1887260) (← links)
- Black's consol rate conjecture (Q1901078) (← links)
- Efficient Monte Carlo simulation of security prices (Q1916475) (← links)
- A term structure model with preferences for the timing of resolution of uncertainty (Q2365065) (← links)
- Existence of independent random matching (Q2467123) (← links)
- (Q2760402) (← links)
- Capital Mobility and Asset Pricing (Q2859542) (← links)
- Simulated Moments Estimation of Markov Models of Asset Prices (Q3142745) (← links)
- A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871) (← links)
- From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup> (Q4345920) (← links)
- Multi-factor term structure models (Q4698075) (← links)
- Augmenting Markets with Mechanisms (Q5048654) (← links)
- Credit risk modeling with affine processes (Q5226704) (← links)
- Over-the-Counter Markets (Q5393919) (← links)
- Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals (Q5475062) (← links)
