Continuous-time security pricing. A utility gradient approach

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Publication:1322708

DOI10.1016/0304-4068(94)90001-9zbMath0804.90017OpenAlexW1523509543MaRDI QIDQ1322708

Costis Skiadas, J. Darrell Duffie

Publication date: 5 May 1994

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(94)90001-9




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