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Duffie, Darrell
10
Saita, Leandro
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Wang, Ke
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Dembo, Amir
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Working paper / National Bureau of Economic Research, Inc
NBER working paper series
27
NBER Working Paper
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Working paper / National Bureau of Economic Research, Inc.
21
The review of financial studies
15
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The journal of finance : the journal of the American Finance Association
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Stanford University Graduate School of Business research paper
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China economic review : an international journal
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7
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Finance and stochastics
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Research Papers / Graduate School of Business, Stanford University
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Rock Center for Corporate Governance at Stanford University Working Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of Financial Studies
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The American economic review
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1
LARGE PORTFOLIO LOSSES
Dembo, Amir
;
Deuschel, Jean-Dominique
;
Duffie, Darrell
-
2002
Persistent link: https://www.econbiz.de/10006972578
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2
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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3
CAPITAL MOBILITY AND ASSET PRICING
Duffie, Darrell
;
Strulovici, Bruno
-
2011
Persistent link: https://www.econbiz.de/10009266132
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4
THE EXACT LAW OF LARGE NUMBERS FOR INDEPENDENT RANDOM MATCHING
Duffie, Darrell
;
Sun, Yeneng
-
2011
Persistent link: https://www.econbiz.de/10009266138
Saved in:
5
SYSTEMIC RISK EXPOSURES: A 10-BY-10-BY-10 APPROACH
Duffie, Darrell
-
2011
Persistent link: https://www.econbiz.de/10009289001
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6
INFORMATION PERCOLATION IN SEGMENTED MARKETS
Duffie, Darrell
;
Malamud, Semyon
;
Manso, Gustavo
-
2011
Persistent link: https://www.econbiz.de/10009799428
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7
MULTI-PERIOD CORPORATE FAILURE PREDICTION WITH STOCHASTIC COVARIATES
Duffie, Darrell
;
Wang, Ke
-
2004
Persistent link: https://www.econbiz.de/10006962091
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8
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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9
MULTI-PERIOD CORPORATE DEFAULT PREDICTION WITH STOCHASTIC COVARIATES
Duffie, Darrell
;
Wang, Ke
;
Saita, Leandro
-
2006
Persistent link: https://www.econbiz.de/10006955613
Saved in:
10
COMMON FAILINGS: HOW CORPORATE DEFAULTS ARE CORRELATED
Das, Sanjiv
;
Duffie, Darrell
;
Kapadia, Nikunj
;
Saita, …
-
2006
Persistent link: https://www.econbiz.de/10006955614
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