Duffie, D., Pan, J., & Singleton, K. (1999). Transform analysis and asset pricing for affine jump-diffusions. National Bureau of Economic Research.
Citace podle Chicago (17th ed.)Duffie, Darrell, Jun Pan, a Kenneth Singleton. Transform Analysis and Asset Pricing for Affine Jump-diffusions. Cambridge: National Bureau of Economic Research, 1999.
Citace podle MLA (9th ed.)Duffie, Darrell, et al. Transform Analysis and Asset Pricing for Affine Jump-diffusions. National Bureau of Economic Research, 1999.
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