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Hedging in incomplete markets with HARA utility
Duffie, Darrell (contributor) - In: Journal of economic dynamics & control 21 (1997) 4, pp. 753-782
Persistent link: https://www.econbiz.de/10001221215
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Transactions costs and portfolio choice in a discrete-continuous-time setting
Duffie, Darrell - In: Journal of economic dynamics & control 14 (1990) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10001085219
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Optimal hedging and equilibrium in a dynamic futures market
Duffie, Darrell - In: Journal of economic dynamics & control 14 (1990) 1, pp. 21-33
Persistent link: https://www.econbiz.de/10001085221
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Pricing continuously resettled contingent claims
Duffie, Darrell - In: Journal of economic dynamics & control 16 (1992) 3, pp. 561-573
Persistent link: https://www.econbiz.de/10001130445
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Hedging in incomplete markets with HARA utility
Duffie, Darrell; Fleming, Wendell; Mete Soner, H.; … - In: Journal of economic dynamics & control 21 (1997) 4-5, pp. 753-782
Persistent link: https://www.econbiz.de/10006792640