发一个top paper 先看目录 Contents Introduction Basic Stochastic Processes: GBM GARCH Models Jump Diffusion Models Variance Gamma process The Mean Reverting Behaviour Mean Reversion-The Vasicek Model Mean Reversion-The Exponential Vasicek Model Mean Reversion-The CIR Model Mean Reversion and Fat Tails together 这个paper由浅入深,涵盖了所有基础金融模型,在fat tail的问题上讲得很深入,而且对于每个模型,都附上了parameter estimation和parameter calibration的MATLAB程序,非常详细