1

文献名：Option pricing when the variance changes randomly: theory, estimation, and an application

作者：LO Scott

期刊： Journal of Financial and Quantitative analysis, 1987

电子链接：http://www.jstor.org/pss/2330793

2

文献名：Jumps and stochastic volatility: Exchange rate processes implicit in Deutsche Mark options

作者：DS Bates

期刊： Review of financial studies, 1996

电子链接：http://www.jstor.org/pss/2962366

3

文献名：Empirical performance of alternative option pricing models

作者：G Bakshi, C Cao, Z Chen

期刊：Journal of Finance, 1997

电子链接：http://www.jstor.org/pss/2329472

[此贴子已经被作者于2009-4-22 21:34:38编辑过]