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LARGE PORTFOLIO LOSSES
Dembo, Amir; Deuschel, Jean-Dominique; Duffie, Darrell - 2002
Persistent link: https://www.econbiz.de/10006972578
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TRANSFORM ANALYSIS AND ASSET PRICING FOR AFFINE JUMP-DIFFUSIONS
Duffie, Darrell; Pan, Jun; Singleton, Kenneth - 1999
Persistent link: https://www.econbiz.de/10006987777
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CAPITAL MOBILITY AND ASSET PRICING
Duffie, Darrell; Strulovici, Bruno - 2011
Persistent link: https://www.econbiz.de/10009266132
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THE EXACT LAW OF LARGE NUMBERS FOR INDEPENDENT RANDOM MATCHING
Duffie, Darrell; Sun, Yeneng - 2011
Persistent link: https://www.econbiz.de/10009266138
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SYSTEMIC RISK EXPOSURES: A 10-BY-10-BY-10 APPROACH
Duffie, Darrell - 2011
Persistent link: https://www.econbiz.de/10009289001
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INFORMATION PERCOLATION IN SEGMENTED MARKETS
Duffie, Darrell; Malamud, Semyon; Manso, Gustavo - 2011
Persistent link: https://www.econbiz.de/10009799428
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MULTI-PERIOD CORPORATE FAILURE PREDICTION WITH STOCHASTIC COVARIATES
Duffie, Darrell; Wang, Ke - 2004
Persistent link: https://www.econbiz.de/10006962091
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VALUATION IN OVER-THE-COUNTER MARKETS
Duffie, Darrell; Gårleanu, Nicolae; Pedersen, Lasse Heje - 2006
Persistent link: https://www.econbiz.de/10006955073
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MULTI-PERIOD CORPORATE DEFAULT PREDICTION WITH STOCHASTIC COVARIATES
Duffie, Darrell; Wang, Ke; Saita, Leandro - 2006
Persistent link: https://www.econbiz.de/10006955613
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COMMON FAILINGS: HOW CORPORATE DEFAULTS ARE CORRELATED
Das, Sanjiv; Duffie, Darrell; Kapadia, Nikunj; Saita, … - 2006
Persistent link: https://www.econbiz.de/10006955614