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 |