Transform Analysis and Asset Pricing for Affine Jump-Diffusions
Year of publication: |
2000
|
---|---|
Authors: | Duffie, Darrell ; Pan, Jun ; Singleton, Kenneth |
Published in: |
Econometrica. - Econometric Society. - Vol. 68.2000, 6, p. 1343-1376
|
Publisher: |
Econometric Society |
Saved in:
Saved in favorites
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