1、作者：Scott,Louis

     篇目：Option pricing when the variance changes randomly:Theory,estimation and an
application

     出处：Journal of Financial and Quantitative Analysis 22,419–438.（1987)

2、作者：Madan,Dilip B.and Eugene Seneta

     篇目：The variance gamma(V.G.)model for share market returns

     出处：Journal of Business 63(4),511–524.(1990)

3、作者：Madan,Dilip B.and Frank Milne

     篇目：Option pricing with VG martingale components,

     出处：Mathematical Finance 1(4),39–55.(1991)

谢谢！

[此贴子已经被作者于2008-7-2 21:25:03编辑过]