1Black F, Scholes M. The pricing of options and corporate liabilities[J].Journal of Political Economy.1973,81(3):637-654.
2Lo A W,Mackinlary A C. Stock market prices do not follow random walks: evidence from a simple specification test [J].Review of Financial Studies. 1988,1:41-66.
3Knut K Aase. Contingent claims valuation when the security price is combination of an It? precess and a random point precess [J]. Stochastic precess and their Applications.1988,28(2):185-220.
4Merton M C. Continuous-Times finance [M].Cambfidge M A: Blackwell Publishers, 1990.
5Martin Schweizer. Option heading for semi-martingales [J]. Stochastic process and their Applications.1991,37(3):339-360.
6Chan T. Pricing contingent claims on stocks driven by Levy processes[J].Annals of Appl Prob.1999,9(2):504-528.
7Kallsen Jan. Optimal portfolios for exponential levy process[J]. Math Meth Oper Res.2000,51(3):357-374.