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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
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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
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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
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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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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
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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