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Transform analysis and asset pricing for affine jump-diffusions
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Duffie, Darrell
Udgivet 1999
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CAMPUS
Diliman
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DATABASE
Union Catalog (Buklod)
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UNIT LIBRARY
School of Economics
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H - Social Science
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Bonds
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Diffusion processes
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Econometric models
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Integral functions
Jump processes
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Option value
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AUTHOR
Duffie, Darrell
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Pan, Jun
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Singleton, Kenneth
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English
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