Standout Papers
- Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)
- Dynamic Asset Pricing Theory. (1993)
- A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)
- Modeling Term Structures of Defaultable Bonds (1999)
- Term Structures of Credit Spreads with Incomplete Accounting Information (2001)
- An Overview of Value at Risk (1997)
- Asset Pricing with Heterogeneous Consumers (1996)
- Stochastic Differential Utility (1992)
- Multi-period corporate default prediction with stochastic covariates (2006)
- Affine processes and applications in finance (2003)
- Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)
Immediate Impact
9 by Nobel laureates 1 from Science/Nature 127 standout
Citing Papers
Global Pricing of Carbon‐Transition Risk
2023 Standout
Is Bitcoin Really Untethered?
2020 Standout
Works of Darrell Duffie being referenced
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
2010 Standout
Author Peers
| Author | Last Decade | Papers | Cites | |||
|---|---|---|---|---|---|---|
| Darrell Duffie | 22061 | 11301 | 5743 | 187 | 25.9k | |
| Eduardo S. Schwartz | 20092 | 14410 | 4120 | 172 | 25.9k | |
| Fischer Black | 26039 | 14227 | 8040 | 66 | 32.1k | |
| Robert C. Merton | 32920 | 18268 | 13256 | 111 | 39.4k | |
| Myron S. Scholes | 17410 | 9833 | 7778 | 46 | 23.3k | |
| Andrew W. Lo | 17745 | 14331 | 5199 | 323 | 24.8k | |
| Lars Peter Hansen | 12594 | 15630 | 3369 | 159 | 24.6k | |
| Jonathan E. Ingersoll | 11124 | 6014 | 1569 | 57 | 12.9k | |
| Edward C. Prescott | 9224 | 21104 | 3681 | 115 | 27.8k | |
| Kenneth J. Singleton | 13181 | 7684 | 1937 | 91 | 16.9k | |
| Francis A. Longstaff | 11425 | 4961 | 2204 | 108 | 12.7k |
All Works
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