Библиография

Дополнительные источники и материалы

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BarndorffNielsen O.E., Shephard N. (2008): Financial Volatility in Continuous Time. Cambridge: Cambridge Univ. Press (in print).
BarndorffNielsen O.E., Shiryaev A.N. (2008): Change of Time and Change of Measures. Singapore: World Science Publ. (in print).
Bibby M., Sørensen M. (2003): Hyperbolic Processes in Finance. In: Rachev S.T. (ed.) “Handbook of Heavy Tailed
Distributions in Finance”. Amsterdam: Elsevier.
Dupire B. (1994): Pricing with a Smile // RISK. Vol. 7.
Eberlein E. (2001): Application of Generalized Hyperbolic Levy Motions to Finance. In: Barndorff"Nielsen O.E., Mikosch T., Resnick S. (eds.) “Levy Processes – Theory and Applications”. Boston: Birkhäuser.
Eberlein E., Prause K. (2002): The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures. In: Geman H. et al. “Mathematical Finance – Bachelier Congress 2000”. Heidelberg: Springer.
Kendall L. (1953): The Analysis of Economic Time Series. Part 1. Prices // J. Roy. Statist. Soc. Vol. 96.
Merton R. (1973): Theory of Rational Option Pricing // Bell J. Econ. Management Science.Vol. 7.
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Samuelson P.A. (1965): Proof that Properly Anticipated Prices Fluctuate Randomly // Industrial Management Rev.