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Pan, Jun
Jun Pan
Jun Pan
is the SAIF Chair Professor of Finance at the
Shanghai Advanced Institute of Finance
(SAIF) at
Shanghai Jiao Tong University
. She is an editor at the
Review of Finance
and an associate editor at the
Journal of Finance
.
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Transform analysis and asset pricing for affine jump-diffusions
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Duffie, Darrell
Published 1999
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Valoración de activos financieros