Duffie, D., Pan, J., & Singleton, K. (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 Singleton. Transform Analysis and Asset Pricing for Affine Jump-diffusions. Cambridge: 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.