<p><font size="4">1</font></p><p><font size="4">文献名：Option pricing when the variance changes randomly: theory, estimation, and an application</font></p><p><font size="4">作者：LO Scott </font></p><p><font size="4">期刊： Journal of Financial and Quantitative analysis, 1987 </font></p><p><font size="4">电子链接：</font><a href="http://www.jstor.org/pss/2330793"><font size="4">http://www.jstor.org/pss/2330793</font></a></p><p><font size="4">2</font></p><p><font size="4">文献名：Jumps and stochastic volatility: Exchange rate processes implicit in Deutsche Mark options</font></p><p><font size="4">作者：DS Bates </font></p><p><font size="4">期刊： Review of financial studies, 1996 </font></p><p><br/><font size="4">电子链接：</font><a href="http://www.jstor.org/pss/2962366"><font size="4">http://www.jstor.org/pss/2962366</font></a></p><p><font size="4">3 </font></p><p><font size="4">文献名：Empirical performance of alternative option pricing models</font></p><p><font size="4">作者：G Bakshi, C Cao, Z Chen </font></p><p><font size="4">期刊：Journal of Finance, 1997 </font></p><p><font size="4">电子链接：</font><a href="http://www.jstor.org/pss/2329472"><font size="4">http://www.jstor.org/pss/2329472</font></a></p><p><font size="4"><font color="#000000"></font></font></p>

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