ダレル・Ｊ・ダフィー (Darrell J. Duffie)

	原ページ
	WWW 検索 cruel.org 検索

ダレル・Ｊ・ダフィー の主要著作

• "Predictable Representation of Martingale Spaces and Changes of Probability Measure", 1985, in Azema and Yor, editors, Seminaire des Probabilites
• "Implementing Arrow-Debreu Equilibria by Continuous Tradeing of Few Long-Lived Securities", with C.F. Huang, 1985, Econometrica
• "Equilibrium with Incomplete Markets, I: A basic model of generic existence", with W. Shafer, 1985, JMathE
• "Equilibrium with Incomplete Markets, II: Generic existence in stochastic economies", with W. Shafer, 1986, JMathE
• "Competitive Equilibria in General Choice Spaces", 1986, JMathE
• "Stochastic Equilibria: Existence, spanning number and the `no expected gain from trade' hypothesis", 1986, Econometrica
• "Stochastic Equilibria with Incomplete Financial Markets", 1987, JET
• "Multipleriod Securities with Differential Information: Martingales and resolution times", with C.F. Huang, 1986, JMathE
• Security Markets: Stochastic models, 1988.
• "The Consumption-Based Capital Asset Pricing Model", with W. Zame, 1989, Econometrica
• "Optimal Innovation of Future Contracts", with M. Jackson, 1989, Rev of Financial Studies
• "Money in General Equilibrium Theory", 1990, in Friedman and Hahn, editors, Handbook of Monetary Economics
• "The Theory of Value in Security Markets", 1991,  in Hildenbrand and Sonnenschein, editors, Handbook of Mathematical Economics, Vol. IV
• "Stationary Markov Equilibria" with J. Geananakoplos, A.Mas-Colell, A. McLennan, 1994, Econometrica
• "Incomplete Securities Markets with Infinitely Many States: An introduction", 1996, JMathE

ダレル・Ｊ・ダフィーに関するリソース

• Duffie's Personal Homepage

免責条項、© 2002-2004 Gonçalo L. Fonseca, Leanne Ussher, 山形浩生