PDE solutions of stochastic differential utility

C-Tier
Journal: Journal of Mathematical Economics
Year: 1992
Volume: 21
Issue: 6
Pages: 577-606

Authors (2)

Duffie, Darrel (Stanford University) Lions, Pierre-Louis (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:mateco:v:21:y:1992:i:6:p:577-606
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25