Open AccessTransform Analysis and Asset Pricing for Affine Jump-Diffusions
Author(s) -
Darrell Duffie,
Jun Pan,
Kenneth J. Singleton
Publication year - 1999
Language(s) - English
Resource type - Reports
DOI - 10.3386/w7105
Subject(s) - affine transformation , jump , jump diffusion , mathematics , economics , econometrics , financial economics , mathematical economics , pure mathematics , physics , quantum mechanics