Transform analysis and asset pricing for affine jump-diffusions
By: Duffie, Darrell.
Contributor(s): Pan, Jun | Singleton, Kenneth.
Material type: BookPublisher: Cambridge, Mass. : National Bureau of Economic Research, 1999Description: 44.Call No.: HF5417 D833T Subject(s): PRICING -- MATHEMATICAL MODELSNo physical items for this record
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