References

Additional sources and materials

Bachelier L. (1900): Theorie de la Speculation // Ann. Ecole Norm. Sup. Vol. 17.
 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.
 Osborne M.F.M. (1959): Brownian Motion in the Stock Market // Operation Research. Vol. 7.
 Samuelson P.A. (1965): Proof that Properly Anticipated Prices Fluctuate Randomly // Industrial Management Rev.