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Duffie, Darrell
119
Pedersen, Lasse Heje
76
Singleton, Kenneth J.
41
Garleanu, Nicolae
20
Dai, Qiang
11
Frazzini, Andrea
11
Malamud, Semyon
11
Manso, Gustavo
11
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8
Zhu, Haoxiang
8
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5
Brunnermeier, Markus Konrad
5
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5
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5
Sun, Yeneng
5
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5
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4
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4
Joslin, Scott
4
Le, Anh
4
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4
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3
Asness, Clifford S.
3
DeMarzo, Peter M.
3
Dembo, Amir
3
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3
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3
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Lando, David
3
Pan, Jun
3
Skiadas, Costis
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2
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2
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2
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2
Kan, Rui
2
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2
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2
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2
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1
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
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24
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12
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1
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1
Credit risk : pricing, measurement, and management
Duffie, Darrell
;
Singleton, Kenneth J.
-
2003
Persistent link: https://www.econbiz.de/10001685614
Saved in:
2
Simulating correlated defaults
Duffie, Darrell
;
Singleton, Kenneth J.
-
1998
Persistent link: https://www.econbiz.de/10001509438
Saved in:
3
Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1343-1376
Persistent link: https://www.econbiz.de/10001527496
Saved in:
4
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
Saved in:
5
An econometric model of the term structure of interest rate swap yields
Duffie, Darrell
;
Singleton, Kenneth J.
-
1995
Persistent link: https://www.econbiz.de/10000904139
Saved in:
6
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:
7
Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth J.
-
1999
Persistent link: https://www.econbiz.de/10001388790
Saved in:
8
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
Saved in:
9
Valuation in over-the-counter markets
Duffie, Darrell
(
contributor
);
Garleanu, Nicolae
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003726918
Saved in:
10
Valuation in over-the-counter markets
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
-
2006
Persistent link: https://www.econbiz.de/10003287776
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