Statistics
Publications
144
Citations
40.9K
H-Index
79
Active since
1985
Darrell Duffie is an author at Stanford University specializing in finance, financial economics, and economics.
Publications per year
1985–2024
144
144
Jonathan E. Ingersoll, Darrell Duffie · The Journal of Finance · 1993 · 3.1K citations
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Darrell Duffie, Jun Pan, Kenneth J. Singleton · Econometrica · 2000 · 3K citations
A YIELD‐FACTOR MODEL OF INTEREST RATES
Darrell Duffie, Rui Kan · Mathematical Finance · 1996 · 2.6K citations
Modeling Term Structures of Defaultable Bonds
Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies · 1999 · 2.6K citations
Term Structures of Credit Spreads with Incomplete Accounting Information
Darrell Duffie, David Lando · Econometrica · 2001 · 1.4K citations
Business, Accounting, Finance +15
1–5 of 144