2000
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Darrell Duffie, Jun Min Pan, Kenneth J. Singleton
EconometricaTop-listed
3k
cites
Researcher
Jun Min Pan is a Finance scholar at National Bureau of Economic Research. Research spans Banking stability, regulation, efficiency, Credit Risk and Financial Regulations, Financial Markets and Investment Strategies. 85 works, 15k citations (h-index 33).
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Affiliation on publications · Nanjing Drum Tower Hospital
Darrell Duffie, Jun Min Pan, Kenneth J. Singleton
EconometricaTop-listed
Journal of Financial EconomicsTop-listed