2Cox, Ross and Rubinstein. Option Pricing: a Simplified Approach[J]. Journal of Financial Economics, 1979, (7): 229-263.
3Hull, J. and White, A.. The Pricing of Options with Stochastic Volatilities[J]. Journal of Financial,1987, (42): 281-300.
4Ritchken, P. and R. Trevor. Pricing Options under Generalized GARCH and Stochastic Volatiolily Processes[J]. Journal of Financial, 1999, (54): 377-402.
6Peter Ritchken, Rob Trevor. Pricing Options under Generalized GARCH and Stochastic Volatility Processes[J], The Journal of Finance (1999), 1:377- 402.