7

On intertemporal preferences in continuous time: The case of certainty

Year:
1992
Language:
english
File:
PDF, 2.87 MB
english, 1992
15

Option pricing in a lognormal securities market with discrete trading: A comment

Year:
1983
Language:
english
File:
PDF, 72 KB
english, 1983
17

Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities

Year:
1985
Language:
english
File:
PDF, 558 KB
english, 1985
22

Optimal consumption and portfolio policies when asset prices follow a diffusion process

Year:
1989
Language:
english
File:
PDF, 2.82 MB
english, 1989
36

Information structures and viable price systems

Year:
1985
Language:
english
File:
PDF, 1.37 MB
english, 1985
46

An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information

Year:
1987
Language:
english
File:
PDF, 502 KB
english, 1987
49

The Economics of Treasury Securities Markets

Year:
1993
Language:
english
File:
PDF, 535 KB
english, 1993