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Kenneth J. Singleton

Adams Distinguished Professor in Management, Emeritus, Stanford Graduate School of Business

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Transform Analysis and Asset Pricing for Affine Jump-Diffusions

With Darrell Duffie and Jun Pan.

Econometrica, Vol. 68, No. 6, November 2000, 1343-1376.

http://www.jstor.org/stable/3003992

Tags: Equilibrium Asset Pricing
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