Continuous-time security pricing : A utility gradient approach
| Year of publication: |
1994
|
|---|---|
| Authors: | Duffie, Darrell ; Skiadas, Costis |
| Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 23.1994, 2, p. 107-131
|
| Publisher: |
Elsevier |