1 文献名:A closed-form solution for options with stochastic volatility with applications to bond and currency options
作者:S.L. Heston
期刊:Rev. Financial Studies 6 (1993)327.
电子链接:http://www.jstor.org/pss/2962057
2 文献名:A risk neutral stochastic volatility model
作者:M. Avellaneda, Y. Zhu,
期刊:Int. J. Theor. Appl. Finance 1 (2) (1998) 289310
电子链接:http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.56.598&rep=rep1&type=pdf
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