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Dynamic asset pricing theory / Darrell Duffie

Auteur principal : Duffie, Darrell, 1954-, AuteurType de document : MonographieLangue : anglais.Pays : Etats Unis.Éditeur : Princeton University Press, 1996, PrincetonDescription : 1 vol (xvii-395 p.) : fig., couv. ill. ; 23 cmISBN : 0691021252.Bibliographie : Bibliogr. p. 311-369. Index.Sujet MSC : 91Gxx, Game theory, economics, social and behavioral sciences, Mathematical finance
91B24, Game theory, economics, social and behavioral sciences -- Mathematical economics, Price theory and market structure
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Bibliogr. p. 311-369. Index

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