Duffie, D., Pan, J., & Singleton, K. J. (1999). Transform analysis and asset pricing for affine jump diffusions. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationDuffie, Darrell, Jun Pan, and Kenneth J. Singleton. Transform Analysis and Asset Pricing for Affine Jump Diffusions. Cambridge, Mass: National Bureau of Economic Research, 1999.
MLA (9th ed.) CitationDuffie, Darrell, et al. Transform Analysis and Asset Pricing for Affine Jump Diffusions. National Bureau of Economic Research, 1999.
Warning: These citations may not always be 100% accurate.