Darrell J. Duffie, -
Major Works of Darrell J. Duffie
- "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 -
intro
- "The Theory of Value in Security Markets",
1991, in Hildenbrand and Sonnenschein, editors, Handbook of
Mathematical Economics, Vol. IV - intro
- "Stationary Markov Equilibria" with J. Geananakoplos,
A.Mas-Colell, A. McLennan, 1994, Econometrica
- "Incomplete Securities Markets with Infinitely Many States: An introduction",
1996, JMathE
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