[1]  作者Carr, P, Wu, L

题目：Time-changed Lévy processes and option pricing.

期刊：J Financ Econ17(1), 113–141,(2004)

 [ 2 ] 作者：Bibby B M,S« rensen M.

题目：A hyperbolic diffusion model for stock prices[J ] .

期刊： Finance and Stochastic , 1997 ,1(1) : 25 - 41.

[3] 作者：F.B. Hanson, J.J.Westman, Z. Zhu。

题目：Multinomial maximum likelihood estimation of market parameters for stock jump-diffusion models,

期刊：Contemporary Mathematics 351 (2004) 155–169.