( en | de | ru )

 

Disambiguation of "Duffie, Darrell"

Author of the publication

copydeleteadd this publication to your clipboard
Multi-period corporate default prediction with stochastic covariates

, , and . Journal of Financial Economics, 83 (3): 635--665 (March 2007)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Darrell Duffie

Darrell Schulze

Darrell Guder

Darrell Arnold

Darrell Doughty

 

Other publications of authors with the same name

Multi-period corporate default prediction with stochastic covariates, , and . Journal of Financial Economics, 83 (3): 635--665 (March 2007)Hedging in incomplete markets with HARA utility, , , and . Journal of Economic Dynamics and Control, 21 (4-5): 753--782 (May 1997)A Liquidity-based Model of Security Design, and . Econometrica, 67 (1): 65--99 (Jan 1, 1999)doi: 10.1111/1468-0262.00004.Term Structures of Credit Spreads with Incomplete Accounting Information, and . Econometrica, 69 (3): 633--664 (121 05 2001)doi: 10.1111/1468-0262.00208.Transform Analysis and Asset Pricing for Affine Jump-diffusions, , and . Econometrica, 68 (6): 1343--1376 (306 11 2000)doi: 10.1111/1468-0262.00164.Optimal hedging and equilibrium in a dynamic futures market, and . Journal of Economic Dynamics and Control, 14 (1): 21--33 (February 1990)Dynamic asset pricing theory. Princeton Univ. Press, Princeton, NJ, 2. ed edition, (1996)Credit risk, and . Princeton series in finance Princeton Univ. Press, Princeton, NJ u.a., (2003)Stochastic Differential Utility, and . Econometrica, 60 (2): 353-94 (March 1992)Does a Central Clearing Counterparty Reduce Counterparty Risk?, and . Review of Asset Pricing Studies, 1 (1): 74--95 (December 2011)