1. 题目:processes of Normal Inverse Gaussian type
作者:Barndorff-Nielsen,o.
期刊:Finance and stochastic. Volume 39, Issue 1, pp. 33-41 (1999)
链接:http://link.springer.de/link/service/journals/00780/papers/7002001/70020041.pdf
2.题目:Time Changes for Lévy Processes
作者:Geman,H., D. Madan and M.Yor
期刊: mathematical finance, Vol.11,pp. 79-96,2001
链接:
http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9965.00108