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171
Universal state prices and asymmetric information
Duffie, Darrell
;
Kan, Rui
- In:
Journal of mathematical economics
38
(
2002
)
1/2
,
pp. 191-196
Persistent link: https://www.econbiz.de/10001717034
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172
Credit risk : pricing, measurement, and management
Duffie, Darrell
;
Singleton, Kenneth J.
-
2003
Persistent link: https://www.econbiz.de/10001685614
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173
Securities lending, shorting, and pricing
Duffie, Darrell
;
Gârleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
66
(
2002
)
2/3
,
pp. 307-339
Persistent link: https://www.econbiz.de/10001712419
Saved in:
174
Modeling sovereign yield spreads : a case study of Russian debt
Duffie, Darrell
;
Pedersen, Lasse Heje
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 119-159
Persistent link: https://www.econbiz.de/10001737267
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175
Simulating correlated defaults
Duffie, Darrell
;
Singleton, Kenneth J.
-
1998
Persistent link: https://www.econbiz.de/10001509438
Saved in:
176
Analytical value-at-risk with jumps and credit risk
Duffie, Darrell
;
Pan, Jun
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001571486
Saved in:
177
Term structures of credit spreads with incomplete accounting information
Duffie, Darrell
;
Lando, David
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 633-664
Persistent link: https://www.econbiz.de/10001580789
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178
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
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179
Financial market innovation and security design : an introduction
Duffie, Darrell
- In:
Journal of economic theory
65
(
1995
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001178538
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180
Hedging in incomplete markets with HARA utility
Duffie, Darrell
(
contributor
)
- In:
Journal of economic dynamics & control
21
(
1997
)
4
,
pp. 753-782
Persistent link: https://www.econbiz.de/10001221215
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