文章名：A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

作者：Steven L. Heston

期刊：The Review of Financial Studies, Vol. 6, No. 2 (1993), pp. 327-343

电子链接：http://www.jstor.org/pss/2962057

[此贴子已经被作者于2009-4-18 16:47:42编辑过]