Duffie, D., Pan, J., & Singleton, K. (1999). Transform analysis and asset pricing for affine jump-diffusions. National Bureau of Economic Research.
Citação norma ChicagoDuffie, Darrell, Jun Pan, and Kenneth Singleton. Transform Analysis and Asset Pricing for Affine Jump-diffusions. Cambridge: National Bureau of Economic Research, 1999.
Citação norma MLADuffie, Darrell, et al. Transform Analysis and Asset Pricing for Affine Jump-diffusions. National Bureau of Economic Research, 1999.
Nota: a formatação da citação pode não corresponder 100% ao definido pela respectiva norma.