Authors: Duffie, Darrell Richardson, Henry R.

Citation: Duffie, Darrell et R. Richardson, Henry, Mean-Variance Hedging in Continuous Time, Annals of applied probability , 1(1), 1991, pp. 1-15

Authors: Duffie, Darrell Ma, Jin Yong, Jiongmin

Citation: Duffie, Darrell et al., Black's Consol Rate Conjecture, Annals of applied probability , 5(2), 1995, pp. 356-382

Authors: Duffie, Darrell Sun, Yeneng

Citation: Duffie, Darrell et Sun, Yeneng, Existence of independent random matching, Annals of applied probability , 17(1), 2007, pp. 386-419

Authors: Duffie, Darrell Glynn, Peter

Citation: Duffie, Darrell et Glynn, Peter, Efficient Monte Carlo Simulation of Security Prices, Annals of applied probability , 5(4), 1995, pp. 897-905