Transform Analysis and Asset Pricing for Affine Jump-Diffusions
| Year of publication: |
2000
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|---|---|
| Authors: | Duffie, Darrell ; Pan, Jun ; Singleton, Kenneth |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 68.2000, 6, p. 1343-1376
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