Continuous-time security pricing. A utility gradient approach
type: Item
instance of: scholarly article
title: Continuous-time security pricing. A utility gradient approach
zbMATH Open document ID: 0804.90017
DOI: 10.1016/0304-4068(94)90001-9
author: Darrell Duffie
author: Costis Skiadas
published in: Journal of Mathematical Economics
publication date: 1994-05-05T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 563442
zbMATH Keywords: asset pricing
zbMATH Keywords: continuous-time security market
zbMATH Keywords: semimartingale prices
zbMATH Keywords: stochastic differential utility
zbMATH Keywords: habit-forming utilities
MaRDI profile type: Publication
full work available at URL: 0304-4068(94)90001-9
OpenAlex ID: W1523509543
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description: scientific article; zbMATH DE number 563442