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331
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
Saved in:
332
Affine processes and applications in finance
Duffie, Darrell
;
Filipović, Damir
;
Schachermayer, Walter
-
2002
Persistent link: https://www.econbiz.de/10001704101
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333
Corporate financial hedging with proprietary information
DeMarzo, Peter M.
- In:
Journal of economic theory
53
(
1991
)
2
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001102723
Saved in:
334
Measuring default risk premia from default swap rates and EDFs
Berndt, Antje
;
Douglas, Rohan
;
Duffie, Darrell
; …
-
2005
Persistent link: https://www.econbiz.de/10002671389
Saved in:
335
Market pricing of deposit insurance
Duffie, Darrell
;
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Journal of financial services research : JFSR
24
(
2003
)
2/3
,
pp. 93-119
Persistent link: https://www.econbiz.de/10001850756
Saved in:
336
Estimation of continuous-time Markov processes sampled at random time intervals
Duffie, Darrell
;
Glynn, Peter W.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1773-1808
Persistent link: https://www.econbiz.de/10002435480
Saved in:
337
Multi-period corporate failure prediction with stochastic covariates
Duffie, Darrell
;
Wang, Ke
-
2004
Persistent link: https://www.econbiz.de/10002221321
Saved in:
338
Implementing Arrow-Debreu equilibria by continous trading of few long-lived securities
Duffie, Darrell
;
Huang, Chi-Fu
- In:
Econometrica : journal of the Econometric Society, an …
53
(
1985
)
6
,
pp. 1337-1356
Persistent link: https://www.econbiz.de/10002095015
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339
Over-the-counter markets
Duffie, Darrell
;
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2004
Persistent link: https://www.econbiz.de/10002367589
Saved in:
340
Corporate Incentives for Hedging and Hedge Accounting
DeMarzo, Peter M.
;
Duffie, Darrell
- In:
The review of financial studies
8
(
1995
)
3
,
pp. 743-772
Persistent link: https://www.econbiz.de/10007331587
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