1 Portfolio optimization when asset returns have the Gaussian mixture distribution
Ian Buckley , , , David Saunders ,  and Luis Seco
  European Journal of Operational Research
Volume 185, Issue 3, 16 March 2008, Pages 1434-1461
http://www.sciencedirect.com/science/article/B6VCT-4MHPBS1-1/2/bc1c214c52ec9060bcda052fe094aec0

2 American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution
Lars Stentoft
JOURNAL OF FINANCIAL ECONOMETRICS (2008) 6 (4): 540-582. doi: 10.1093/jjfinec/nbn013 First published online: September 19, 2008
http://jfec.oxfordjournals.org/content/6/4/540.short