Transform Analysis and Asset Pricing for Affine Jump-Diffusions
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Other versions of this item:
- Darrell Duffie & Jun Pan & Kenneth Singleton, 1999. "Transform Analysis and Asset Pricing for Affine Jump-Diffusions," NBER Working Papers 7105, National Bureau of Economic Research, Inc.
References listed on IDEAS
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- G1 - Financial Economics - - General Financial Markets
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