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isPartOf:"The review of financial studies"
type:"article"
~isPartOf:"In memoriam: Yves Younès (1937 - 1996)"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Duffie, Darrell"
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Duffie, Darrell
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The review of financial studies
In memoriam: Yves Younès (1937 - 1996)
Mathematical finance : an international journal of mathematics, statistics and financial theory
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of economic dynamics & control
4
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Finance and stochastics
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Advances in economic theory ; Vol. 2
1
Advances in futures and options research : a research annual
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Credit risk models and management
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Handbook of mathematical economics ; Vol. 4
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Post-crisis bank regulations and financial market liquidity
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Risk topography : systemic risk and macro modeling
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Size discovery
Duffie, Darrell
;
Zhu, Haoxiang
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1095-1150
Persistent link: https://www.econbiz.de/10011749340
Saved in:
2
Valuation in over-the-counter markets
Duffie, Darrell
;
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The review of financial studies
20
(
2007
)
6
,
pp. 1865-1900
Persistent link: https://www.econbiz.de/10003621265
Saved in:
3
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
Saved in:
4
A term structure model with preferences for the timing of resolution of uncertainty
Duffie, Darrell
- In:
Economic theory : official journal of the Society for …
9
(
1997
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001335757
Saved in:
5
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
Saved in:
6
Corporate incentives for hedging and hedge accounting
DeMarzo, Peter M.
- In:
The review of financial studies
8
(
1995
)
3
,
pp. 743-771
Persistent link: https://www.econbiz.de/10001188916
Saved in:
7
Optimal investment with undiversifiable income risk
Duffie, Darrell
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
Saved in:
8
From discrete- to continuous-time finance : weak convergence of the financial gain process
Duffie, Darrell
- In:
Mathematical finance : an international journal of …
2
(
1992
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001185155
Saved in:
9
Asset pricing with stochastic differential utility
Duffie, Darrell
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
Saved in:
10
Optimal innovation of futures contracts
Duffie, Darrell
- In:
The review of financial studies
2
(
1989
)
3
,
pp. 275-296
Persistent link: https://www.econbiz.de/10001106382
Saved in:
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