Transform Analysis and Asset Pricing for Affine Jump-Diffusions
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- Darrell Duffie & Jun Pan & Kenneth Singleton, 2000. "Transform Analysis and Asset Pricing for Affine Jump-Diffusions," Econometrica, Econometric Society, vol. 68(6), pages 1343-1376, November.
References listed on IDEAS
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- G1 - Financial Economics - - General Financial Markets
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