A term structure model with preferences for the timing of resolution of uncertainty (Q2365065): Difference between revisions

@@ Property / author @@
-Q1802946
@@ Property / author: Q1802946 / rank @@
-Normal rank
@@ Property / author @@
+J. Darrell Duffie
@@ Property / author: J. Darrell Duffie / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Backward-forward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+The timing of information in a general equilibrium framework
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+PDE solutions of stochastic differential utility
@@ Property / cites work: PDE solutions of stochastic differential utility / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time security pricing. A utility gradient approach
+Normal rank
@@ Property / cites work @@
+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
+Normal rank
@@ Property / cites work @@
+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+A Note On Utility Maximization Under Partial Observations<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Temporal Resolution of Uncertainty and Dynamic Choice Theory
+Normal rank
@@ Property / cites work @@
+Q4148534
@@ Property / cites work: Q4148534 / rank @@
+Normal rank
@@ Property / cites work @@
+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank