Duffie, D., Pan, J., & Singleton, K. (1999). Transform analysis and asset pricing for affine jump-diffusions. National Bureau of Economic Research.
Chicago (17e ed.) BronvermeldingDuffie, Darrell, Jun Pan, en Kenneth Singleton. Transform Analysis and Asset Pricing for Affine Jump-diffusions. Cambridge: National Bureau of Economic Research, 1999.
MLA (9e ed.) BronvermeldingDuffie, Darrell, et al. Transform Analysis and Asset Pricing for Affine Jump-diffusions. National Bureau of Economic Research, 1999.
Let op: Deze citaties zijn niet altijd 100% accuraat.