1. 题目 A jump diffusion model for option pricing with three properties: leptokurtic feature, volatility smile, and analytical tractability
作者 Kou, S.G.;   Dept. of Ind. Eng. & Oper. Res., Columbia Univ., New York, NY
链接 http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=844610


2.题目 Implied Volatility Smiles: Empirical Tests
作者 Bernard Dumas et al.
期刊 jouurnal of finance 1998
链接 http://papers.ssrn.com/sol3/papers.cfm?abstract_id=6380


非常感谢！