Continuous-time security pricing : A utility gradient approach

C-Tier
Journal: Journal of Mathematical Economics
Year: 1994
Volume: 23
Issue: 2
Pages: 107-131

Authors (2)

Duffie, Darrell (Stanford University) Skiadas, Costis (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:23:y:1994:i:2:p:107-131
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25