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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"NBER working paper series"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~person:"Duffie, Darrell"
~subject:"Theory"
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Duffie, Darrell
Rudebusch, Glenn D.
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Christensen, Jens H. E.
12
Singleton, Kenneth J.
8
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
The review of financial studies
Working papers series / Federal Reserve Bank of San Francisco
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
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FRB of New York Staff Report
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In memoriam: Yves Younès (1937 - 1996)
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Journal of banking & finance
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Staff reports / Federal Reserve Bank of New York
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The journal of finance : the journal of the American Finance Association
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Modeling term structures of defaultable bonds
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 687-720
Persistent link: https://www.econbiz.de/10001421853
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2
A yield-factor model of interest rates
Duffie, Darrell
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 379-406
Persistent link: https://www.econbiz.de/10001208931
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