1

标题 Stochastic equity volatility related to the leverage effect

Authors: Alain Bensoussan ^a;  Michel Crouhy ^b; Dan Galai ^c

Published in: Applied Mathematical Finance, Volume 1, Issue 1 September 1994 , pages 63 - 85

2

标题 The valuation of compound options[J].

Authors:GESKE R.

Published in: Journal of Financial Economics. 1979,(7):63-81.