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Efficient and equilibrium allocations with stochastic differential utility
Duffie, Darrell
- In:
Journal of mathematical economics
23
(
1994
)
2
,
pp. 133-146
Persistent link: https://www.econbiz.de/10001161877
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Continuous-time security pricing : a utility gradient approach
Duffie, Darrell
- In:
Journal of mathematical economics
23
(
1994
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10001161894
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Computing equilibria of GEI by relocalization on a Grassmann manifold
DeMarzo, Peter M.
- In:
Journal of mathematical economics
26
(
1996
)
4
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pp. 479-497
Persistent link: https://www.econbiz.de/10001210132
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