1.题名： Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
 

作者：Robert J. Elliott ;  Tak Kuen Siu ; Leunglung Chan

刊物：Applied Mathematical Finance, Volume 14, Issue 1 February 2007 , pages 41 - 62

2.题名：A TWO-REGIME, STOCHASTIC-VOLATILITY EXTENSION OF THE LIBOR MARKET MODEL

作者：RICCARDO REBONATO  

刊物：International Journal of Theoretical and Applied Finance，year: 2004 vol: 7 Issue: 5 (August 2004)Page: 555 - 575 

多谢！！~~~~

[此贴子已经被作者于2008-11-30 13:43:40编辑过]