1. 题目：stochastic volatility for levy processes
作者：Peter Carr, Helyette Geman, Dilip B.Madan,Marc Yor
期刊：Mathematical Finance Volume 13 pages 345-382
链接：http://www3.interscience.wiley.com/user/accessdenied?ID=118847403&Act=2138&Code=4717&Page=/cgi-bin/fulltext/118847403/PDFSTART
2.题目：pure jump Levy processes for asset price modelling
作者：Helyette Geman
期刊： Journal of Banking & Finance, Vol.26,pp. 1297-1316,2002
链接：
http://www.sciencedirect.com/science/article/B6VCY-45TTSR9-2/2/9283a1183b22aac5d0737b0a859dc8a4
3.题目：transformation of measures generated by jump levy processes
作者：N.V.Smorodina
期刊： journal of mathematical sciences,pp. 6950-6957, 2007
链接：
http://www.springerlink.com/content/c42nn41x81055762/