1、篇名:Option Pricing For Jump Diffusions: Approximations and Their Interpretation
2、作者: Fabio Mercurio, Wolfgang J. Runggaldiera
3、期刊:mathematical finance, Volume 3,issue 2, pages 191-200,1993
4、链接:
http://onlinelibrary.wiley.com/d ... .1993.tb00087.x/pdf