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"Equilibrium Exercise of European Warrants," (with Gregory Willette), 2012, Review of Derivatives Research, 15 (2), 129-156.
"Limited Arbitrage Between Equity and Credit markets," (with Xiaoling Pu), 2012, Journal of Financial Economics, 105 (3), 542-564.
Das, Sanjiv, Darrell Duffie, Nikunj Kapadia and Leandro Saita, 2007, "Common Failings: How corporate defaults are correlated," Journal of Finance 62(1),pp. 93-118.
Das, Sanjiv, Laurence Freed, Gary Geng and Nikunj Kapadia, 2006, "Correlated Default Risk," Journal of Fixed Income 16(2),pp. 7-32.
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