BibTeX record journals/fs/DuffieP01

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@article{DBLP:journals/fs/DuffieP01,
  author       = {Darrell Duffie and
                  Jun Pan},
  title        = {Analytical value-at-risk with jumps and credit risk},
  journal      = {Finance Stochastics},
  volume       = {5},
  number       = {2},
  pages        = {155--180},
  year         = {2001},
  url          = {https://doi.org/10.1007/PL00013531},
  doi          = {10.1007/PL00013531},
  timestamp    = {Wed, 22 Jul 2020 22:00:13 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DuffieP01.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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